+726.4%
FSLR vs TECH
+521.0%
+205.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -13.7% | +0.7% | -14.4% | -13.9% |
| 3M | -35.1% | +36.3% | -71.4% | -44.6% |
| 6M | +3.6% | +25.6% | -21.9% | -10.5% |
| YTD | -21.7% | +23.7% | -45.4% | -32.7% |
| 1Y | +1.3% | +37.6% | -36.4% | -18.5% |
| 3Y | +9.7% | -6.6% | +16.3% | +1.5% |
| 5Y | +117.4% | -42.2% | +159.6% | +149.8% |
| 10Y | +435.5% | +187.6% | +247.9% | +99.8% |
| All | +726.4% | +521.0% | +205.4% | +64.9% |
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