+23,636.9%
TSLA vs FLUT
+165.3%
+23,471.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.5% |
| 7D | -6.4% | -6.5% | +0.1% | -5.3% |
| 30D | -1.2% | +2.8% | -4.0% | -1.9% |
| 3M | +15.1% | -13.5% | +28.5% | +17.4% |
| 6M | -11.7% | -19.0% | +7.2% | -9.7% |
| YTD | -15.9% | -61.9% | +45.9% | -1.5% |
| 1Y | -12.0% | -63.2% | +51.3% | +3.7% |
| 3Y | +80.0% | -46.0% | +126.1% | +101.5% |
| 5Y | +10.8% | -51.8% | +62.6% | +21.9% |
| 10Y | +2,883.7% | -26.1% | +2,909.7% | +3,141.3% |
| All | +23,636.9% | +165.3% | +23,471.6% | +23,837.6% |
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