+674.5%
FSLR vs TECH
+524.5%
+150.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | +5.3% | +0.2% | +5.0% | +5.1% |
| 30D | +7.8% | +0.5% | +7.2% | +7.5% |
| 3M | -23.4% | +0.9% | -24.2% | -23.7% |
| 6M | -12.9% | +51.0% | -63.9% | -29.4% |
| YTD | -26.7% | +24.4% | -51.0% | -37.1% |
| 1Y | -28.4% | +27.6% | -56.0% | -39.5% |
| 3Y | +44.6% | +29.9% | +14.7% | +11.8% |
| 5Y | +67.9% | -40.6% | +108.6% | +91.7% |
| 10Y | +496.9% | +196.7% | +300.2% | +119.1% |
| All | +674.5% | +524.5% | +150.0% | +54.1% |
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 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