+2,664.3%
TSLA vs TKO
+989.7%
+1,674.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.7% |
| 30D | +11.6% | -2.5% | +14.1% | +12.2% |
| 3M | -8.4% | -10.6% | +2.2% | -6.3% |
| 6M | -10.4% | -5.1% | -5.3% | -9.8% |
| YTD | -18.7% | -8.2% | -10.5% | -17.9% |
| 1Y | -0.9% | -4.4% | +3.5% | -1.0% |
| 3Y | +33.6% | +100.4% | -66.8% | +10.9% |
| 5Y | +48.9% | +294.3% | -245.4% | +3.3% |
| All | +2,664.3% | +989.7% | +1,674.6% | +1,204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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