+46.5%
TSLA vs FLEX
+698.8%
-652.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +2.0% |
| 7D | +3.4% | +7.0% | -3.6% | +0.3% |
| 30D | +12.0% | -5.8% | +17.8% | +14.5% |
| 3M | -10.0% | -24.2% | +14.2% | +0.2% |
| 6M | -7.2% | +90.8% | -98.0% | -39.8% |
| YTD | -18.1% | +89.2% | -107.3% | -47.6% |
| 1Y | +6.3% | +104.7% | -98.4% | -36.3% |
| 3Y | +48.2% | +478.1% | -429.9% | -56.3% |
| 5Y | +46.5% | +726.2% | -679.7% | -68.8% |
| All | +46.5% | +698.8% | -652.3% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling