+74.4%
TSLA vs URI
+153.1%
-78.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | +8.9% | +6.7% | +2.2% | +6.2% |
| 30D | +6.3% | +8.9% | -2.6% | +3.1% |
| 3M | +14.8% | +0.5% | +14.3% | +14.5% |
| 6M | -12.4% | +20.7% | -33.0% | -19.5% |
| YTD | -13.2% | +40.0% | -53.3% | -27.9% |
| 1Y | -2.9% | +34.4% | -37.3% | -17.5% |
| 3Y | +74.4% | +149.5% | -75.0% | +25.7% |
| All | +74.4% | +153.1% | -78.7% | +25.7% |
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