+23,636.9%
TSLA vs FLEX
+1,626.0%
+22,010.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.0% | -6.5% | +0.2% |
| 7D | -6.4% | -7.2% | +0.8% | -3.8% |
| 30D | -1.2% | -34.8% | +33.6% | +17.2% |
| 3M | +15.1% | -35.6% | +50.6% | +35.9% |
| 6M | -11.7% | -45.0% | +33.3% | +10.1% |
| YTD | -15.9% | +29.4% | -45.3% | -34.5% |
| 1Y | -12.0% | +24.8% | -36.8% | -30.8% |
| 3Y | +80.0% | +304.4% | -224.4% | -22.6% |
| 5Y | +10.8% | +484.1% | -473.3% | -60.3% |
| 10Y | +2,883.7% | +640.4% | +2,243.3% | +731.0% |
| All | +23,636.9% | +1,626.0% | +22,010.9% | +3,524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling