+40.8%
TSLA vs SN
+419.0%
-378.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.5% |
| 7D | +1.5% | -9.3% | +10.9% | +5.5% |
| 30D | +10.1% | -4.8% | +14.9% | +12.2% |
| 3M | -15.4% | +40.4% | -55.8% | -27.1% |
| 6M | -12.8% | +50.9% | -63.7% | -27.9% |
| YTD | -21.3% | +54.9% | -76.2% | -36.1% |
| 1Y | +4.6% | +43.0% | -38.4% | -12.6% |
| All | +40.8% | +419.0% | -378.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling