+46.5%
TSLA vs UNP
+51.4%
-4.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | +12.0% | -1.1% | +13.2% | +12.5% |
| 3M | -10.0% | +7.9% | -17.8% | -13.8% |
| 6M | -7.2% | +14.6% | -21.8% | -14.8% |
| YTD | -18.1% | +26.6% | -44.7% | -29.1% |
| 1Y | +6.3% | +35.6% | -29.3% | -11.6% |
| 3Y | +48.2% | +45.5% | +2.7% | +16.9% |
| 5Y | +46.5% | +50.0% | -3.5% | +12.5% |
| All | +46.5% | +51.4% | -4.8% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling