+22,391.8%
TSLA vs SAN
+172.5%
+22,219.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +5.0% |
| 7D | -10.4% | +4.9% | -15.3% | -12.1% |
| 30D | -5.2% | -13.0% | +7.8% | -0.7% |
| 3M | +12.1% | -18.9% | +31.0% | +20.4% |
| 6M | -10.2% | -4.1% | -6.0% | -9.0% |
| YTD | -20.3% | +2.6% | -22.9% | -21.8% |
| 1Y | -19.7% | +16.9% | -36.6% | -24.9% |
| 3Y | +63.4% | +239.1% | -175.7% | +4.2% |
| 5Y | -12.1% | +266.8% | -278.9% | -46.4% |
| 10Y | +2,719.7% | +246.0% | +2,473.7% | +1,531.2% |
| All | +22,391.8% | +172.5% | +22,219.4% | +14,940.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling