+2,973.5%
TSLA vs URA
+289.1%
+2,684.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.5% | +3.5% | +4.8% |
| 7D | -4.7% | +0.3% | -5.0% | -4.6% |
| 30D | -0.8% | -14.8% | +14.0% | +7.4% |
| 3M | +14.8% | -25.3% | +40.1% | +32.0% |
| 6M | -11.3% | -39.9% | +28.6% | +12.7% |
| YTD | -15.6% | -22.4% | +6.9% | -8.0% |
| 1Y | -14.7% | -29.0% | +14.3% | -3.4% |
| 3Y | +76.9% | +41.0% | +36.0% | +32.0% |
| 5Y | +6.7% | +38.3% | -31.6% | -23.6% |
| 10Y | +2,973.5% | +276.1% | +2,697.4% | +909.9% |
| All | +2,973.5% | +289.1% | +2,684.4% | +909.9% |
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