+2,518.5%
TSLA vs URI
+1,179.9%
+1,338.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.6% |
| 7D | +1.5% | -2.0% | +3.5% | +2.3% |
| 30D | +10.1% | -12.9% | +23.1% | +16.4% |
| 3M | -15.4% | -6.7% | -8.7% | -13.9% |
| 6M | -12.8% | +19.0% | -31.8% | -21.7% |
| YTD | -21.3% | +25.5% | -46.8% | -31.7% |
| 1Y | +4.6% | +5.5% | -0.9% | -2.5% |
| 3Y | +44.5% | +111.3% | -66.8% | -2.2% |
| 5Y | +44.8% | +198.6% | -153.7% | -16.9% |
| All | +2,518.5% | +1,179.9% | +1,338.6% | +861.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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