+23,102.7%
TSLA vs URA
-48.6%
+23,151.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.2% | -0.6% | +2.5% |
| 7D | -6.4% | +4.3% | -10.7% | -8.0% |
| 30D | -1.2% | -11.7% | +10.5% | +4.9% |
| 3M | +15.1% | -23.5% | +38.6% | +30.4% |
| 6M | -11.7% | -37.8% | +26.0% | +9.9% |
| YTD | -15.9% | -19.6% | +3.7% | -9.9% |
| 1Y | -12.0% | -24.8% | +12.8% | -3.1% |
| 3Y | +80.0% | +47.0% | +33.1% | +34.7% |
| 5Y | +10.8% | +35.4% | -24.5% | -17.4% |
| 10Y | +2,883.7% | +302.3% | +2,581.3% | +1,059.8% |
| All | +23,102.7% | -48.6% | +23,151.4% | +20,370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling