-13.3%
TSLA vs UMC
+112.5%
-125.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -3.0% |
| 7D | -4.7% | -14.7% | +10.0% | -2.3% |
| 30D | +1.7% | -32.9% | +34.6% | +8.2% |
| 3M | +17.7% | -22.2% | +39.8% | +21.9% |
| 6M | -1.9% | +25.9% | -27.8% | -2.3% |
| YTD | -14.3% | +107.9% | -122.3% | -19.3% |
| 1Y | -13.3% | +115.0% | -128.3% | -20.5% |
| All | -13.3% | +112.5% | -125.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling