+23,015.9%
TSLA vs UNH
+1,694.0%
+21,321.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.7% |
| 7D | +3.4% | +1.1% | +2.2% | +3.0% |
| 30D | +12.0% | -1.5% | +13.6% | +12.5% |
| 3M | -10.0% | -0.8% | -9.1% | -10.0% |
| 6M | -7.2% | +41.8% | -49.0% | -18.4% |
| YTD | -18.1% | +23.1% | -41.2% | -25.3% |
| 1Y | +6.3% | +28.5% | -22.2% | -5.0% |
| 3Y | +48.2% | -11.8% | +59.9% | +41.4% |
| 5Y | +46.5% | +5.3% | +41.2% | +27.4% |
| 10Y | +2,698.1% | +247.4% | +2,450.7% | +1,224.5% |
| All | +23,015.9% | +1,694.0% | +21,321.9% | +5,029.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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