+40.8%
TSLA vs FLEX
+446.9%
-406.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.5% |
| 7D | +1.5% | -0.9% | +2.4% | +1.8% |
| 30D | +10.1% | -10.1% | +20.3% | +14.0% |
| 3M | -15.4% | -31.3% | +16.0% | -4.0% |
| 6M | -12.8% | +71.3% | -84.0% | -35.6% |
| YTD | -21.3% | +81.2% | -102.5% | -44.3% |
| 1Y | +4.6% | +98.5% | -93.9% | -30.7% |
| All | +40.8% | +446.9% | -406.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling