+41.4%
TSLA vs SN
+681.9%
-640.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.6% |
| 7D | -6.4% | +7.6% | -14.0% | -8.6% |
| 30D | -1.2% | +24.1% | -25.3% | -8.2% |
| 3M | +15.1% | +23.7% | -8.7% | +6.7% |
| 6M | -11.7% | +105.5% | -117.3% | -32.0% |
| YTD | -15.9% | +105.1% | -121.0% | -35.8% |
| 1Y | -12.0% | +148.3% | -160.3% | -37.4% |
| 3Y | +80.0% | +438.7% | -358.6% | +9.9% |
| All | +41.4% | +681.9% | -640.5% | -15.5% |
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