+24,440.0%
TSLA vs FLEX
+1,643.6%
+22,796.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.2% |
| 7D | +1.5% | +2.2% | -0.8% | +0.4% |
| 30D | +3.4% | -32.6% | +36.0% | +20.9% |
| 3M | +17.4% | -35.5% | +52.9% | +38.6% |
| 6M | -12.2% | -45.6% | +33.4% | +10.0% |
| YTD | -13.1% | +30.7% | -43.8% | -32.6% |
| 1Y | -11.1% | +28.4% | -39.5% | -31.0% |
| 3Y | +82.1% | +301.7% | -219.6% | -21.4% |
| 5Y | +10.3% | +473.3% | -463.0% | -60.2% |
| 10Y | +3,009.1% | +651.7% | +2,357.4% | +759.6% |
| All | +24,440.0% | +1,643.6% | +22,796.3% | +3,628.9% |
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