+74.9%
FSLR vs TECH
-40.1%
+115.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.7% |
| 7D | +15.3% | +0.2% | +15.2% | +15.3% |
| 30D | +11.7% | +0.3% | +11.3% | +11.5% |
| 3M | -17.6% | +1.3% | -18.9% | -17.9% |
| 6M | -7.7% | +54.0% | -61.7% | -20.4% |
| YTD | -23.0% | +24.3% | -47.3% | -30.2% |
| 1Y | -26.0% | +25.8% | -51.8% | -33.4% |
| 3Y | +36.9% | +26.0% | +10.9% | +16.7% |
| All | +74.9% | -40.1% | +115.0% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling