-12.4%
TSLA vs UMAC
-25.4%
+13.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.3% |
| 7D | +8.9% | -5.2% | +14.1% | +9.5% |
| 30D | +6.3% | -36.4% | +42.7% | +11.1% |
| 3M | +14.8% | -58.6% | +73.4% | +23.9% |
| 6M | -12.4% | -24.6% | +12.3% | -12.6% |
| All | -12.4% | -25.4% | +13.1% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling