+49.9%
TSLA vs FLR
+238.5%
-188.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.0% |
| 7D | +3.0% | -3.1% | +6.2% | +4.2% |
| 30D | +11.2% | +4.9% | +6.2% | +9.3% |
| 3M | -7.3% | +10.8% | -18.1% | -11.4% |
| 6M | -7.7% | +19.7% | -27.4% | -15.5% |
| YTD | -18.2% | +38.4% | -56.6% | -29.3% |
| 1Y | +6.0% | +34.7% | -28.7% | -7.8% |
| 3Y | +48.0% | +56.7% | -8.6% | +14.2% |
| All | +49.9% | +238.5% | -188.6% | -4.8% |
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