+22,131.9%
TSLA vs FLUT
+224.0%
+21,907.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.5% |
| 7D | +1.5% | -1.6% | +3.2% | +1.8% |
| 30D | +10.1% | +7.7% | +2.4% | +8.5% |
| 3M | -15.4% | -0.7% | -14.7% | -15.9% |
| 6M | -12.8% | -11.2% | -1.6% | -11.9% |
| YTD | -21.3% | -53.4% | +32.2% | -10.6% |
| 1Y | +4.6% | -65.8% | +70.4% | +25.4% |
| 3Y | +44.5% | -44.9% | +89.4% | +60.2% |
| 5Y | +44.8% | -49.7% | +94.5% | +55.5% |
| 10Y | +2,585.4% | -9.7% | +2,595.1% | +2,726.0% |
| All | +22,131.9% | +224.0% | +21,907.9% | +21,618.3% |
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