+2,664.3%
TSLA vs SCCO
+1,104.1%
+1,560.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | +3.2% | -2.7% | +5.9% | +4.3% |
| 30D | +11.6% | -0.7% | +12.3% | +11.4% |
| 3M | -8.4% | +8.1% | -16.5% | -12.1% |
| 6M | -10.4% | +4.1% | -14.5% | -13.6% |
| YTD | -18.7% | +41.1% | -59.9% | -34.0% |
| 1Y | -0.9% | +95.6% | -96.5% | -31.4% |
| 3Y | +33.6% | +179.3% | -145.7% | -24.5% |
| 5Y | +48.9% | +308.3% | -259.4% | -32.8% |
| All | +2,664.3% | +1,104.1% | +1,560.2% | +690.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling