+447.0%
FSLR vs TECK
+372.8%
+74.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -4.1% |
| 7D | +0.2% | +4.9% | -4.6% | -1.0% |
| 30D | -15.1% | +5.2% | -20.3% | -16.4% |
| 3M | -22.5% | +13.8% | -36.3% | -25.4% |
| 6M | +4.0% | +38.5% | -34.5% | -5.0% |
| YTD | -22.3% | +47.3% | -69.6% | -30.6% |
| 1Y | 0.0% | +81.0% | -81.0% | -15.8% |
| 3Y | +10.9% | +79.9% | -69.0% | -8.9% |
| 5Y | +105.4% | +207.9% | -102.5% | +39.7% |
| 10Y | +447.0% | +389.5% | +57.5% | +213.2% |
| All | +447.0% | +372.8% | +74.2% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling