+2,020.4%
TSLA vs SNAP
-77.2%
+2,097.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -5.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +10.1% | +2.6% | +7.5% | +9.2% |
| 3M | -15.4% | -9.9% | -5.5% | -14.1% |
| 6M | -12.8% | +1.9% | -14.6% | -14.6% |
| YTD | -21.3% | -32.2% | +11.0% | -15.8% |
| 1Y | +4.6% | -22.8% | +27.4% | +7.7% |
| 3Y | +44.5% | -47.6% | +92.1% | +50.5% |
| 5Y | +44.8% | -92.7% | +137.5% | +99.1% |
| All | +2,020.4% | -77.2% | +2,097.6% | +1,838.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling