-13.3%
TSLA vs FLR
+2.5%
-15.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -4.7% | +1.4% | -6.1% | -5.1% |
| 30D | +1.7% | -5.9% | +7.6% | +3.4% |
| 3M | +17.7% | -7.6% | +25.3% | +19.6% |
| 6M | -1.9% | -9.3% | +7.4% | -1.1% |
| YTD | -14.3% | +20.1% | -34.5% | -24.7% |
| 1Y | -13.3% | +3.0% | -16.3% | -16.2% |
| All | -13.3% | +2.5% | -15.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling