+2.5%
TSLA vs FLNC
-69.8%
+72.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +1.7% |
| 7D | +3.0% | -4.2% | +7.2% | +3.8% |
| 30D | +11.2% | -20.0% | +31.2% | +16.2% |
| 3M | -7.3% | -56.9% | +49.6% | +9.3% |
| 6M | -7.7% | -35.5% | +27.8% | -6.1% |
| YTD | -18.2% | -48.8% | +30.6% | -15.4% |
| 1Y | +6.0% | +49.3% | -43.3% | -21.3% |
| 3Y | +48.0% | -61.8% | +109.8% | +29.1% |
| All | +2.5% | -69.8% | +72.2% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling