+63.4%
TSLA vs SNAP
-53.8%
+117.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.9% |
| 7D | -10.4% | -7.1% | -3.3% | -8.8% |
| 30D | -5.2% | -14.6% | +9.4% | -1.8% |
| 3M | +12.1% | -5.0% | +17.1% | +12.6% |
| 6M | -10.2% | -18.8% | +8.7% | -7.1% |
| YTD | -20.3% | -38.5% | +18.2% | -13.1% |
| 1Y | -19.7% | -38.1% | +18.4% | -12.7% |
| 3Y | +63.4% | -53.8% | +117.1% | +61.1% |
| All | +63.4% | -53.8% | +117.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling