+74.7%
TSLA vs UL
+34.1%
+40.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +2.8% |
| 7D | +1.5% | -1.7% | +3.2% | +1.3% |
| 30D | +3.4% | +4.5% | -1.1% | +3.6% |
| 3M | +17.4% | +5.5% | +12.0% | +17.6% |
| 6M | -12.2% | +17.0% | -29.2% | -11.6% |
| YTD | -13.1% | +3.2% | -16.3% | -12.3% |
| 1Y | -11.1% | -1.9% | -9.2% | -10.1% |
| All | +74.7% | +34.1% | +40.6% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling