+2,650.1%
TSLA vs UL
+65.6%
+2,584.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -3.4% | -4.1% | +0.7% | -2.2% |
| 30D | +9.2% | -1.2% | +10.4% | +9.6% |
| 3M | -4.7% | +6.0% | -10.7% | -6.8% |
| 6M | -8.9% | -5.5% | -3.5% | -7.8% |
| YTD | -19.2% | -3.3% | -15.8% | -19.0% |
| 1Y | +4.5% | -9.8% | +14.3% | +6.9% |
| 3Y | +46.3% | +20.1% | +26.2% | +32.1% |
| 5Y | +48.1% | +19.2% | +28.9% | +31.6% |
| All | +2,650.1% | +65.6% | +2,584.4% | +2,123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling