+4.6%
TSLA vs SAN
+58.9%
-54.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.5% |
| 7D | +1.5% | +1.8% | -0.2% | +0.7% |
| 30D | +10.1% | +2.0% | +8.1% | +9.0% |
| 3M | -15.4% | +19.7% | -35.1% | -21.9% |
| 6M | -12.8% | +30.6% | -43.4% | -22.7% |
| YTD | -21.3% | +28.8% | -50.1% | -31.4% |
| 1Y | +4.6% | +57.8% | -53.2% | -19.8% |
| All | +4.6% | +58.9% | -54.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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