+3,125.8%
TSLA vs FLR
+7.4%
+3,118.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +8.9% | +5.4% | +3.6% | +7.5% |
| 30D | +6.3% | +2.8% | +3.4% | +5.6% |
| 3M | +14.8% | -6.4% | +21.2% | +16.7% |
| 6M | -12.4% | +8.8% | -21.1% | -14.8% |
| YTD | -13.2% | +23.6% | -36.8% | -19.3% |
| 1Y | -2.9% | +13.8% | -16.7% | -7.9% |
| 3Y | +74.4% | +36.5% | +38.0% | +53.9% |
| 5Y | +13.3% | +119.3% | -106.1% | -12.0% |
| All | +3,125.8% | +7.4% | +3,118.5% | +1,950.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling