+418.1%
FSLR vs TECH
+187.9%
+230.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -14.8% | +0.1% | -14.9% | -14.8% |
| 30D | -4.3% | +0.5% | -4.8% | -4.5% |
| 3M | -23.4% | +1.1% | -24.5% | -23.7% |
| 6M | -26.9% | +62.8% | -89.8% | -39.0% |
| YTD | -34.4% | +24.5% | -58.8% | -41.3% |
| 1Y | -33.2% | +20.6% | -53.9% | -39.6% |
| 3Y | +28.1% | +29.5% | -1.4% | +6.8% |
| 5Y | +54.5% | -40.9% | +95.4% | +73.3% |
| All | +418.1% | +187.9% | +230.2% | +200.3% |
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