+447.0%
FSLR vs TECH
+179.6%
+267.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | -15.1% | +0.3% | -15.4% | -15.2% |
| 3M | -22.5% | +32.9% | -55.5% | -30.5% |
| 6M | +4.0% | +32.1% | -28.1% | -8.3% |
| YTD | -22.3% | +23.4% | -45.6% | -30.2% |
| 1Y | 0.0% | +34.1% | -34.0% | -13.8% |
| 3Y | +10.9% | +2.2% | +8.7% | +2.0% |
| 5Y | +105.4% | -41.8% | +147.2% | +130.0% |
| 10Y | +447.0% | +188.9% | +258.1% | +224.8% |
| All | +447.0% | +179.6% | +267.4% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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