+22,131.9%
TSLA vs SAN
+242.3%
+21,889.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | +1.5% | +1.8% | -0.2% | +0.9% |
| 30D | +10.1% | +2.0% | +8.1% | +9.3% |
| 3M | -15.4% | +19.7% | -35.1% | -20.5% |
| 6M | -12.8% | +30.6% | -43.4% | -20.8% |
| YTD | -21.3% | +28.8% | -50.1% | -28.5% |
| 1Y | +4.6% | +57.8% | -53.2% | -11.8% |
| 3Y | +44.5% | +338.1% | -293.6% | -15.7% |
| 5Y | +44.8% | +384.2% | -339.4% | -19.8% |
| 10Y | +2,585.4% | +353.1% | +2,232.3% | +1,317.3% |
| All | +22,131.9% | +242.3% | +21,889.6% | +13,652.3% |
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