-0.9%
TSLA vs UL
-9.2%
+8.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.6% |
| 7D | +3.2% | -3.4% | +6.6% | +2.6% |
| 30D | +11.6% | +0.5% | +11.1% | +11.6% |
| 3M | -8.4% | +7.2% | -15.7% | -6.7% |
| 6M | -10.4% | -3.1% | -7.3% | -10.0% |
| YTD | -18.7% | -2.7% | -16.0% | -17.6% |
| 1Y | -0.9% | -10.2% | +9.3% | -4.9% |
| All | -0.9% | -9.2% | +8.2% | -4.9% |
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