+33.6%
TSLA vs FLNC
-62.9%
+96.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | +3.2% | -4.1% | +7.3% | +3.8% |
| 30D | +11.6% | -24.8% | +36.4% | +16.6% |
| 3M | -8.4% | -59.1% | +50.7% | +4.6% |
| 6M | -10.4% | -42.0% | +31.6% | -7.0% |
| YTD | -18.7% | -49.8% | +31.1% | -15.8% |
| 1Y | -0.9% | +43.1% | -44.0% | -19.8% |
| 3Y | +33.6% | -61.0% | +94.5% | +19.7% |
| All | +33.6% | -62.9% | +96.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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