+46.5%
TSLA vs URA
+131.0%
-84.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.6% |
| 7D | +3.4% | +8.1% | -4.7% | -0.1% |
| 30D | +12.0% | +5.8% | +6.3% | +9.1% |
| 3M | -10.0% | +3.4% | -13.4% | -11.6% |
| 6M | -7.2% | -2.6% | -4.6% | -7.4% |
| YTD | -18.1% | +11.2% | -29.3% | -24.4% |
| 1Y | +6.3% | +19.8% | -13.6% | -7.6% |
| 3Y | +48.2% | +121.5% | -73.3% | -9.2% |
| 5Y | +46.5% | +134.5% | -87.9% | -18.1% |
| All | +46.5% | +131.0% | -84.5% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling