+48.2%
TSLA vs UL
+24.1%
+24.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.0% |
| 7D | +3.4% | -1.3% | +4.7% | +3.4% |
| 30D | +12.0% | +0.9% | +11.1% | +12.0% |
| 3M | -10.0% | +14.2% | -24.2% | -9.9% |
| 6M | -7.2% | -3.2% | -4.0% | -6.4% |
| YTD | -18.1% | -0.3% | -17.8% | -17.6% |
| 1Y | +6.3% | -8.8% | +15.1% | +8.0% |
| 3Y | +48.2% | +23.9% | +24.3% | +47.7% |
| All | +48.2% | +24.1% | +24.1% | +47.7% |
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