+15.5%
TSLA vs UNP
+39.6%
-24.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +8.9% | +4.2% | +4.7% | +7.0% |
| 30D | +6.3% | +5.6% | +0.7% | +3.8% |
| 3M | +14.8% | +2.0% | +12.8% | +13.6% |
| 6M | -12.4% | +15.4% | -27.8% | -19.2% |
| YTD | -13.2% | +32.7% | -46.0% | -26.6% |
| 1Y | -2.9% | +39.4% | -42.4% | -20.3% |
| 3Y | +74.4% | +54.3% | +20.1% | +33.5% |
| All | +15.5% | +39.6% | -24.1% | -12.1% |
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