-26.0%
FSLR vs TE
-16.5%
-9.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.2% | +5.2% |
| 7D | +10.3% | +3.8% | +6.5% | +9.3% |
| 30D | +10.4% | -26.2% | +36.6% | +15.5% |
| 3M | -20.2% | -49.7% | +29.6% | -11.3% |
| 6M | -8.0% | -46.5% | +38.5% | +1.6% |
| YTD | -25.5% | -59.1% | +33.6% | -18.0% |
| 1Y | -26.0% | -25.8% | -0.1% | -27.5% |
| All | -26.0% | -16.5% | -9.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling