+2,664.3%
TSLA vs UMC
+1,863.6%
+800.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.4% |
| 7D | +3.2% | +9.0% | -5.8% | -0.1% |
| 30D | +11.6% | +17.2% | -5.7% | +4.5% |
| 3M | -8.4% | +11.4% | -19.8% | -14.6% |
| 6M | -10.4% | +137.5% | -147.9% | -39.8% |
| YTD | -18.7% | +193.1% | -211.8% | -51.8% |
| 1Y | -0.9% | +240.3% | -241.2% | -44.9% |
| 3Y | +33.6% | +262.2% | -228.6% | -28.3% |
| 5Y | +48.9% | +143.1% | -94.2% | -9.6% |
| All | +2,664.3% | +1,863.6% | +800.7% | +871.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling