+48.2%
TSLA vs UNP
+46.5%
+1.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | +12.0% | -1.1% | +13.2% | +12.4% |
| 3M | -10.0% | +7.9% | -17.8% | -13.4% |
| 6M | -7.2% | +14.6% | -21.8% | -14.0% |
| YTD | -18.1% | +26.6% | -44.7% | -28.5% |
| 1Y | +6.3% | +35.6% | -29.3% | -11.1% |
| 3Y | +48.2% | +45.5% | +2.7% | +21.3% |
| All | +48.2% | +46.5% | +1.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling