-10.2%
TSLA vs SNAP
-20.0%
+9.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.7% |
| 7D | -10.4% | -7.1% | -3.3% | -8.5% |
| 30D | -5.2% | -14.6% | +9.4% | -2.1% |
| 3M | +12.1% | -5.0% | +17.1% | +13.4% |
| 6M | -10.2% | -18.8% | +8.7% | -9.8% |
| All | -10.2% | -20.0% | +9.8% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling