+37.7%
TSLA vs SN
+496.6%
-459.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +12.0% | -5.6% | +17.6% | +14.2% |
| 3M | -10.0% | +48.1% | -58.0% | -22.0% |
| 6M | -7.2% | +57.6% | -64.8% | -22.0% |
| YTD | -18.1% | +56.5% | -74.6% | -31.3% |
| 1Y | +6.3% | +52.6% | -46.3% | -10.6% |
| 3Y | +48.2% | +412.0% | -363.8% | -2.1% |
| All | +37.7% | +496.6% | -459.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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