-2.9%
TSLA vs UL
+0.7%
-3.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.6% |
| 7D | +8.9% | +1.1% | +7.8% | +9.2% |
| 30D | +6.3% | +4.5% | +1.8% | +7.1% |
| 3M | +14.8% | +6.5% | +8.3% | +15.9% |
| 6M | -12.4% | +18.2% | -30.5% | -9.7% |
| YTD | -13.2% | +4.7% | -17.9% | -10.7% |
| 1Y | -2.9% | +0.8% | -3.7% | +0.8% |
| All | -2.9% | +0.7% | -3.6% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling