+22,994.0%
TSLA vs UL
+255.7%
+22,738.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +3.0% | -3.2% | +6.2% | +4.4% |
| 30D | +11.2% | -0.6% | +11.7% | +11.4% |
| 3M | -7.3% | +9.4% | -16.7% | -11.3% |
| 6M | -7.7% | -4.1% | -3.6% | -7.0% |
| YTD | -18.2% | -2.0% | -16.2% | -18.7% |
| 1Y | +6.0% | -9.0% | +15.0% | +8.4% |
| 3Y | +48.0% | +21.8% | +26.2% | +29.2% |
| 5Y | +46.2% | +20.6% | +25.6% | +25.1% |
| 10Y | +2,737.0% | +67.7% | +2,669.3% | +1,822.1% |
| All | +22,994.0% | +255.7% | +22,738.3% | +8,743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling