+22,131.9%
TSLA vs FLR
+53.5%
+22,078.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.3% |
| 7D | +1.5% | +5.4% | -3.9% | 0.0% |
| 30D | +10.1% | +11.4% | -1.3% | +6.3% |
| 3M | -15.4% | +11.4% | -26.8% | -18.5% |
| 6M | -12.8% | +16.6% | -29.4% | -18.0% |
| YTD | -21.3% | +41.7% | -63.0% | -30.2% |
| 1Y | +4.6% | +35.4% | -30.8% | -6.3% |
| 3Y | +44.5% | +57.3% | -12.8% | +20.3% |
| 5Y | +44.8% | +241.0% | -196.2% | -4.8% |
| 10Y | +2,585.4% | +16.6% | +2,568.8% | +1,750.9% |
| All | +22,131.9% | +53.5% | +22,078.4% | +14,381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling