+23,745.5%
TSLA vs FLUT
+167.0%
+23,578.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | -4.7% | -1.5% | -3.2% | -4.5% |
| 30D | -0.8% | +3.4% | -4.2% | -1.5% |
| 3M | +14.8% | -12.5% | +27.3% | +16.9% |
| 6M | -11.3% | -18.5% | +7.1% | -9.4% |
| YTD | -15.6% | -61.6% | +46.1% | -1.1% |
| 1Y | -14.7% | -64.1% | +49.4% | +1.0% |
| 3Y | +76.9% | -44.5% | +121.4% | +97.3% |
| 5Y | +6.7% | -51.3% | +58.0% | +17.2% |
| 10Y | +2,973.5% | -25.6% | +2,999.1% | +3,235.1% |
| All | +23,745.5% | +167.0% | +23,578.5% | +23,920.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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