+2,650.1%
TSLA vs FLEX
+1,045.7%
+1,604.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | +0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +9.2% | -11.8% | +21.0% | +14.7% |
| 3M | -4.7% | -22.6% | +17.8% | +4.5% |
| 6M | -8.9% | +77.3% | -86.3% | -35.6% |
| YTD | -19.2% | +78.8% | -97.9% | -43.7% |
| 1Y | +4.5% | +86.1% | -81.5% | -29.4% |
| 3Y | +46.3% | +446.2% | -399.9% | -43.0% |
| 5Y | +48.1% | +689.7% | -641.6% | -51.8% |
| All | +2,650.1% | +1,045.7% | +1,604.4% | +606.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLEX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling