+22,845.2%
TSLA vs SNY
+172.9%
+22,672.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -3.3% | +6.5% | +4.5% |
| 30D | +11.6% | -2.2% | +13.7% | +12.4% |
| 3M | -8.4% | -3.0% | -5.4% | -7.7% |
| 6M | -10.4% | +2.7% | -13.1% | -12.0% |
| YTD | -18.7% | -6.8% | -11.9% | -17.3% |
| 1Y | -0.9% | -5.3% | +4.3% | -0.5% |
| 3Y | +33.6% | -9.8% | +43.4% | +31.8% |
| 5Y | +48.9% | +9.7% | +39.2% | +30.1% |
| 10Y | +2,718.7% | +64.5% | +2,654.2% | +1,876.4% |
| All | +22,845.2% | +172.9% | +22,672.3% | +10,381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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