+49.9%
TSLA vs UMC
+140.9%
-91.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.9% |
| 7D | +3.0% | +13.6% | -10.6% | -3.0% |
| 30D | +11.2% | +20.8% | -9.6% | +1.4% |
| 3M | -7.3% | +16.1% | -23.4% | -17.0% |
| 6M | -7.7% | +137.3% | -145.0% | -45.3% |
| YTD | -18.2% | +193.8% | -212.0% | -59.8% |
| 1Y | +6.0% | +236.1% | -230.1% | -52.5% |
| 3Y | +48.0% | +267.1% | -219.1% | -39.4% |
| All | +49.9% | +140.9% | -91.0% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling