+15.4%
TSLA vs FLR
+121.2%
-105.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.5% |
| 7D | +15.6% | +10.1% | +5.5% | +11.7% |
| 30D | +5.9% | -0.5% | +6.4% | +6.1% |
| 3M | +21.4% | -4.8% | +26.2% | +23.3% |
| 6M | -8.3% | +10.7% | -19.0% | -12.6% |
| YTD | -11.6% | +25.0% | -36.6% | -21.3% |
| 1Y | -7.7% | +8.3% | -16.0% | -13.2% |
| 3Y | +85.2% | +36.8% | +48.3% | +47.7% |
| 5Y | +15.4% | +121.8% | -106.4% | -20.5% |
| All | +15.4% | +121.2% | -105.8% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling