+4.9%
FSLR vs TECH
+34.5%
-29.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +6.8% | +0.2% | +6.6% | +6.8% |
| 30D | -14.7% | +0.1% | -14.9% | -14.7% |
| 3M | -22.6% | +37.5% | -60.1% | -25.7% |
| 6M | +12.7% | +34.6% | -21.9% | +7.3% |
| YTD | -18.4% | +23.5% | -41.9% | -21.9% |
| 1Y | +4.9% | +34.4% | -29.5% | +1.1% |
| All | +4.9% | +34.5% | -29.6% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling