+203.3%
FSLR vs TE
-80.5%
+283.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | -14.8% | -19.1% | +4.3% | -11.6% |
| 30D | -4.3% | -34.1% | +29.8% | +2.1% |
| 3M | -23.4% | -60.1% | +36.7% | -11.2% |
| 6M | -26.9% | -66.0% | +39.0% | -15.3% |
| YTD | -34.4% | -71.4% | +37.0% | -24.9% |
| 1Y | -33.2% | -45.3% | +12.1% | -32.9% |
| 3Y | +28.1% | +9.1% | +18.9% | -3.9% |
| 5Y | +54.5% | -82.6% | +137.1% | +55.5% |
| All | +203.3% | -80.5% | +283.8% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling