-14.7%
TSLA vs USAR
-55.1%
+40.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.0% | +2.0% |
| 7D | -4.7% | -9.1% | +4.4% | -3.4% |
| 30D | -0.8% | -36.9% | +36.2% | +5.7% |
| 3M | +14.8% | -58.4% | +73.2% | +29.5% |
| 6M | -11.3% | -70.6% | +59.3% | +2.5% |
| YTD | -15.6% | -33.4% | +17.9% | -8.4% |
| 1Y | -14.7% | -54.0% | +39.3% | -5.9% |
| All | -14.7% | -55.1% | +40.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling