+3,125.8%
TSLA vs SAN
+270.1%
+2,855.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +8.9% | +4.0% | +4.9% | +7.1% |
| 30D | +6.3% | -7.8% | +14.1% | +9.5% |
| 3M | +14.8% | -16.4% | +31.1% | +23.1% |
| 6M | -12.4% | +3.5% | -15.9% | -13.9% |
| YTD | -13.2% | +6.7% | -19.9% | -16.7% |
| 1Y | -2.9% | +14.5% | -17.4% | -9.6% |
| 3Y | +74.4% | +243.5% | -169.1% | +1.9% |
| 5Y | +13.3% | +296.2% | -282.9% | -39.2% |
| All | +3,125.8% | +270.1% | +2,855.7% | +1,652.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling