-10.2%
TSLA vs UAL
+13.1%
-23.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.6% |
| 7D | -10.4% | +8.2% | -18.6% | -12.3% |
| 30D | -5.2% | +2.3% | -7.5% | -6.0% |
| 3M | +12.1% | -12.7% | +24.8% | +16.5% |
| 6M | -10.2% | +12.7% | -22.9% | -14.4% |
| All | -10.2% | +13.1% | -23.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling