-7.6%
TSLA vs URA
+33.4%
-41.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.1% |
| 7D | -10.4% | -4.1% | -6.3% | -8.4% |
| 30D | -5.2% | -19.0% | +13.8% | +4.9% |
| 3M | +12.1% | -25.1% | +37.2% | +28.3% |
| 6M | -10.2% | -44.5% | +34.3% | +17.7% |
| YTD | -20.3% | -24.3% | +4.0% | -12.6% |
| 1Y | -19.7% | -28.1% | +8.5% | -10.0% |
| 3Y | +63.4% | +40.7% | +22.7% | +18.2% |
| All | -7.6% | +33.4% | -41.0% | -42.8% |
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 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