+95.1%
TSLA vs UMAC
+549.5%
-454.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.3% | -5.4% | +3.4% |
| 7D | +3.4% | +14.7% | -11.3% | +2.5% |
| 30D | +12.0% | -0.5% | +12.5% | +11.7% |
| 3M | -10.0% | +0.5% | -10.5% | -10.9% |
| 6M | -7.2% | +57.9% | -65.1% | -12.1% |
| YTD | -18.1% | +103.9% | -122.1% | -24.1% |
| 1Y | +6.3% | +159.3% | -153.0% | -3.6% |
| All | +95.1% | +549.5% | -454.4% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling