+94.9%
TSLA vs UMAC
+508.0%
-413.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.3% |
| 7D | +3.0% | +3.3% | -0.2% | +2.8% |
| 30D | +11.2% | -10.4% | +21.6% | +11.6% |
| 3M | -7.3% | +1.8% | -9.0% | -8.3% |
| 6M | -7.7% | +40.7% | -48.5% | -12.0% |
| YTD | -18.2% | +90.9% | -109.1% | -23.9% |
| 1Y | +6.0% | +151.8% | -145.8% | -3.6% |
| All | +94.9% | +508.0% | -413.1% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling