+35.1%
FSLR vs TECK
+86.0%
-50.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.6% |
| 7D | -2.6% | +1.7% | -4.3% | -3.5% |
| 30D | +1.8% | -7.6% | +9.4% | +4.3% |
| 3M | -24.4% | -5.9% | -18.5% | -23.3% |
| 6M | -17.7% | -2.8% | -14.9% | -17.7% |
| YTD | -30.7% | +31.8% | -62.6% | -38.1% |
| 1Y | -33.6% | +49.1% | -82.7% | -43.2% |
| 3Y | +35.1% | +83.0% | -47.9% | +3.4% |
| All | +35.1% | +86.0% | -50.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling