+63.1%
FSLR vs TECK
+147.0%
-84.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.7% |
| 7D | -2.6% | +1.7% | -4.3% | -3.3% |
| 30D | +1.8% | -7.6% | +9.4% | +3.9% |
| 3M | -24.4% | -5.9% | -18.5% | -23.4% |
| 6M | -17.7% | -2.8% | -14.9% | -17.6% |
| YTD | -30.7% | +31.8% | -62.6% | -36.7% |
| 1Y | -33.6% | +49.1% | -82.7% | -41.4% |
| 3Y | +35.1% | +83.0% | -47.9% | +10.7% |
| 5Y | +63.1% | +150.6% | -87.6% | +15.8% |
| All | +63.1% | +147.0% | -84.0% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling