-32.6%
FSLR vs TE
-51.6%
+19.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.1% |
| 7D | -8.4% | -22.0% | +13.5% | -4.8% |
| 30D | -0.9% | -33.6% | +32.7% | +5.2% |
| 3M | -26.1% | -61.1% | +35.0% | -14.6% |
| 6M | -23.6% | -64.7% | +41.1% | -10.7% |
| YTD | -31.8% | -68.1% | +36.3% | -21.7% |
| 1Y | -32.6% | -51.7% | +19.1% | -26.1% |
| All | -32.6% | -51.6% | +19.0% | -26.1% |
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