+2,737.0%
TSLA vs SAN
+329.5%
+2,407.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | +11.2% | -0.1% | +11.2% | +11.2% |
| 3M | -7.3% | +19.6% | -26.9% | -13.7% |
| 6M | -7.7% | +32.7% | -40.4% | -18.0% |
| YTD | -18.2% | +26.7% | -44.9% | -26.5% |
| 1Y | +6.0% | +51.6% | -45.6% | -11.6% |
| 3Y | +48.0% | +348.7% | -300.7% | -21.7% |
| 5Y | +46.2% | +378.7% | -332.6% | -26.5% |
| 10Y | +2,737.0% | +336.9% | +2,400.1% | +1,332.6% |
| All | +2,737.0% | +329.5% | +2,407.5% | +1,332.6% |
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