+33.6%
TSLA vs TKO
+102.7%
-69.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.6% |
| 30D | +11.6% | -2.5% | +14.1% | +12.2% |
| 3M | -8.4% | -10.6% | +2.2% | -6.2% |
| 6M | -10.4% | -5.1% | -5.3% | -9.9% |
| YTD | -18.7% | -8.2% | -10.5% | -17.8% |
| 1Y | -0.9% | -4.4% | +3.5% | -1.3% |
| 3Y | +33.6% | +100.4% | -66.8% | +11.5% |
| All | +33.6% | +102.7% | -69.1% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling