+16.4%
FSLR vs TE
-20.2%
+36.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.0% | -5.7% | +2.8% |
| 7D | +6.8% | +18.2% | -11.4% | +4.0% |
| 30D | -14.7% | -13.5% | -1.2% | -13.0% |
| 3M | -22.6% | -44.6% | +22.0% | -16.8% |
| 6M | +12.7% | -24.7% | +37.4% | +13.0% |
| YTD | -18.4% | -24.3% | +5.9% | -19.8% |
| 1Y | +4.9% | +155.6% | -150.6% | -17.8% |
| 3Y | +16.4% | -18.3% | +34.7% | +26.3% |
| All | +16.4% | -20.2% | +36.6% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling