+2,737.0%
TSLA vs URA
+369.2%
+2,367.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.6% |
| 7D | +3.0% | +5.7% | -2.7% | +0.3% |
| 30D | +11.2% | +5.6% | +5.6% | +8.1% |
| 3M | -7.3% | +6.2% | -13.5% | -10.3% |
| 6M | -7.7% | -8.2% | +0.5% | -5.2% |
| YTD | -18.2% | +9.7% | -27.9% | -24.6% |
| 1Y | +6.0% | +17.0% | -11.0% | -7.8% |
| 3Y | +48.0% | +118.5% | -70.5% | -11.5% |
| 5Y | +46.2% | +134.3% | -88.2% | -21.5% |
| 10Y | +2,737.0% | +377.5% | +2,359.5% | +733.8% |
| All | +2,737.0% | +369.2% | +2,367.8% | +733.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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