+46.5%
TSLA vs SNAP
-92.9%
+139.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | +12.0% | +1.9% | +10.2% | +11.3% |
| 3M | -10.0% | -3.9% | -6.1% | -10.0% |
| 6M | -7.2% | +5.2% | -12.4% | -9.9% |
| YTD | -18.1% | -32.7% | +14.6% | -12.1% |
| 1Y | +6.3% | -24.8% | +31.1% | +10.1% |
| 3Y | +48.2% | -42.2% | +90.3% | +50.0% |
| 5Y | +46.5% | -92.7% | +139.2% | +82.5% |
| All | +46.5% | -92.9% | +139.4% | +82.5% |
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