+93.7%
TSLA vs UMAC
+473.8%
-380.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | +3.2% | -3.4% | +6.6% | +3.4% |
| 30D | +11.6% | -15.1% | +26.7% | +12.4% |
| 3M | -8.4% | -10.8% | +2.3% | -8.7% |
| 6M | -10.4% | +15.7% | -26.1% | -13.6% |
| YTD | -18.7% | +80.1% | -98.9% | -24.1% |
| 1Y | -0.9% | +116.7% | -117.6% | -9.1% |
| All | +93.7% | +473.8% | -380.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling