-2.9%
TSLA vs SNAP
-41.2%
+38.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +8.9% | +6.0% | +2.9% | +7.4% |
| 30D | +6.3% | -13.8% | +20.1% | +9.7% |
| 3M | +14.8% | -0.8% | +15.5% | +14.3% |
| 6M | -12.4% | -6.2% | -6.1% | -12.2% |
| YTD | -13.2% | -34.8% | +21.6% | -15.5% |
| 1Y | -2.9% | -38.7% | +35.8% | -5.6% |
| All | -2.9% | -41.2% | +38.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling