-7.6%
TSLA vs SNAP
-90.7%
+83.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | +12.1% | -5.0% | +17.1% | +12.6% |
| 6M | -10.2% | -18.8% | +8.7% | -7.2% |
| YTD | -20.3% | -38.5% | +18.2% | -12.9% |
| 1Y | -19.7% | -38.1% | +18.4% | -12.5% |
| 3Y | +63.4% | -53.8% | +117.1% | +73.9% |
| All | -7.6% | -90.7% | +83.1% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling