+3,185.6%
TSLA vs UNP
+288.6%
+2,897.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +15.6% | +2.1% | +13.5% | +14.3% |
| 30D | +5.9% | +7.7% | -1.8% | +1.8% |
| 3M | +21.4% | +4.0% | +17.3% | +18.6% |
| 6M | -8.3% | +15.7% | -24.0% | -16.5% |
| YTD | -11.6% | +33.5% | -45.1% | -26.6% |
| 1Y | -7.7% | +38.9% | -46.6% | -25.2% |
| 3Y | +85.2% | +53.7% | +31.5% | +39.9% |
| 5Y | +15.4% | +40.4% | -25.1% | -10.0% |
| All | +3,185.6% | +288.6% | +2,897.1% | +1,445.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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