+261.9%
FSLR vs TE
-53.0%
+314.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.7% |
| 7D | 0.0% | -4.0% | +4.0% | +0.6% |
| 30D | -13.7% | -15.9% | +2.2% | -11.3% |
| 3M | -35.1% | -60.5% | +25.5% | -25.4% |
| 6M | +3.6% | -35.2% | +38.9% | +6.2% |
| YTD | -21.7% | -31.1% | +9.4% | -22.4% |
| 1Y | +1.3% | +148.6% | -147.4% | -24.2% |
| 3Y | +9.7% | -26.4% | +36.1% | -7.5% |
| 5Y | +117.4% | -48.0% | +165.4% | +86.3% |
| All | +261.9% | -53.0% | +314.8% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling