+713.0%
FSLR vs TECH
+524.0%
+189.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.7% |
| 7D | +15.3% | +0.2% | +15.2% | +15.2% |
| 30D | +11.7% | +0.3% | +11.3% | +11.5% |
| 3M | -17.6% | +1.3% | -18.9% | -18.1% |
| 6M | -7.7% | +54.0% | -61.7% | -26.2% |
| YTD | -23.0% | +24.3% | -47.3% | -33.9% |
| 1Y | -26.0% | +25.8% | -51.8% | -37.1% |
| 3Y | +36.9% | +26.0% | +10.9% | +7.7% |
| 5Y | +72.9% | -40.1% | +113.0% | +96.3% |
| 10Y | +519.3% | +210.6% | +308.7% | +119.7% |
| All | +713.0% | +524.0% | +189.0% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling