+4.5%
TSLA vs FLR
+30.6%
-26.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.5% |
| 7D | -3.4% | -6.9% | +3.5% | -1.4% |
| 30D | +9.2% | +1.1% | +8.1% | +8.9% |
| 3M | -4.7% | +14.3% | -19.1% | -9.1% |
| 6M | -8.9% | +19.1% | -28.0% | -16.2% |
| YTD | -19.2% | +35.1% | -54.3% | -29.5% |
| 1Y | +4.5% | +29.5% | -24.9% | -6.5% |
| All | +4.5% | +30.6% | -26.1% | -6.5% |
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