+24,401.0%
TSLA vs UL
+276.9%
+24,124.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | +6.3% | +3.7% | +2.6% | +4.3% |
| 3M | +14.8% | +5.6% | +9.2% | +11.6% |
| 6M | -12.4% | +17.2% | -29.6% | -19.0% |
| YTD | -13.2% | +3.9% | -17.1% | -16.2% |
| 1Y | -2.9% | 0.0% | -2.9% | -4.9% |
| 3Y | +74.4% | +34.8% | +39.6% | +44.9% |
| 5Y | +13.3% | +32.4% | -19.1% | -7.5% |
| 10Y | +3,004.2% | +105.3% | +2,898.9% | +1,764.2% |
| All | +24,401.0% | +276.9% | +24,124.2% | +9,015.8% |
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 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