+72.6%
FSLR vs TE
-79.4%
+152.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.0% | -1.8% | -4.2% |
| 7D | +5.3% | -10.5% | +15.8% | +6.9% |
| 30D | +7.8% | -32.4% | +40.2% | +14.5% |
| 3M | -23.4% | -60.9% | +37.5% | -10.6% |
| 6M | -12.9% | -62.8% | +49.9% | -0.4% |
| YTD | -26.7% | -65.7% | +39.1% | -18.5% |
| 1Y | -28.4% | -39.9% | +11.5% | -29.7% |
| 3Y | +44.6% | +10.6% | +34.0% | +5.8% |
| All | +72.6% | -79.4% | +152.1% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling