+38.0%
TSLA vs URI
+113.1%
-75.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.5% |
| 7D | +1.5% | -2.0% | +3.5% | +2.3% |
| 30D | +10.1% | -12.9% | +23.1% | +16.0% |
| 3M | -15.4% | -6.7% | -8.7% | -13.8% |
| 6M | -12.8% | +19.0% | -31.8% | -21.4% |
| YTD | -21.3% | +25.5% | -46.8% | -32.0% |
| 1Y | +4.6% | +5.5% | -0.9% | -1.3% |
| All | +38.0% | +113.1% | -75.1% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling