In this article we advocate the methodological feedback loop in the study of the dynamical self at the crossroads of performance philosophy, (artistic) performance, and the philosophy of science. We point to the importance of the dynamics of methodology transfer between arts and sciences and the “interactive continuum” proposed by Newman & Benz in 1998. In the first part of this paper we give a comparative review of the research context relevant for our field of study, and we explain our research hubs in approaching the concept of “performance”. We suggest the possibility to define our filed of research in three equally legitimate ways: as philosophy-of-performance, philosophy-as-performance and performance-as-philosophy. In our recent work we are primarily interested in artistic performances that incorporate elements of artistic practice in the methodology of research output (Frayling 1993), as well as in the potentials of performative aspects of scientific praxis and methodology. However, the conceptual background relevant for this paper is in the field of process philosophy and its relation to science (Birkhard’s “interactivist model” 2009; Campbell’s “process-based model for an interactive ontology” 2009). We attribute particular importance to the notion of “autopoietic feedback” (Maturana and Varela 1974; Luhmann 1990). The second part addresses the issue of transcending identity in the representations of the self and the other; the relationship between Theory-Theory (TT) and Simulation Theory (ST), as well as some recent attempts at combining different theories of mind (e.g. Barlassina 2013). We also deal with the notion of “embodied praxis” (Gallagher and Meltzoff 1996); we mention some neuroscientific insights into the similar phenomena, and – commenting on the importance of the dialogue between neuroscientists and philosophers (Changeux and Ricour) – we give an example of an enactive approach to understanding acting (Zarrilli 2007). In the third part of this article, we critique the notion of “interpassivity” (Žižek 1997; Pfaller 2000). In the concluding part we mention the importance of exploring the concept of “expanded self” (Gallagher 2000; Jeannerod 2003; Kim and Johnson 2013). Being aware of the impossibility to reach final conclusions in the scientific approach to the dynamics of the self, instead of a formal conclusion, we offer a quote from Yeats’ poem “Balloons of Mind”.