+80.0%
TSLA vs USAR
-14.5%
+94.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.5% | -1.0% | +5.3% |
| 7D | -6.4% | -1.1% | -5.3% | -6.4% |
| 30D | -1.2% | -30.3% | +29.0% | -0.4% |
| 3M | +15.1% | -54.7% | +69.7% | +17.2% |
| 6M | -11.7% | -67.5% | +55.8% | -10.1% |
| YTD | -15.9% | -26.4% | +10.4% | -13.3% |
| 1Y | -12.0% | -49.5% | +37.6% | -9.8% |
| 3Y | +80.0% | -14.5% | +94.5% | +71.1% |
| All | +80.0% | -14.5% | +94.5% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling