+2,682.2%
TSLA vs FLEX
+1,095.3%
+1,587.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +3.0% | +6.4% | -3.3% | +0.3% |
| 30D | +11.2% | -5.9% | +17.0% | +13.5% |
| 3M | -7.3% | -23.5% | +16.2% | +2.3% |
| 6M | -7.7% | +83.7% | -91.5% | -35.7% |
| YTD | -18.2% | +86.5% | -104.7% | -44.1% |
| 1Y | +6.0% | +100.5% | -94.5% | -30.9% |
| 3Y | +48.0% | +469.8% | -421.8% | -43.4% |
| 5Y | +46.2% | +725.7% | -679.5% | -53.3% |
| All | +2,682.2% | +1,095.3% | +1,587.0% | +601.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling