+726.4%
FSLR vs TECK
+177.5%
+548.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -13.7% | +4.6% | -18.3% | -15.1% |
| 3M | -35.1% | +2.8% | -37.9% | -35.9% |
| 6M | +3.6% | +24.9% | -21.3% | -4.5% |
| YTD | -21.7% | +44.7% | -66.5% | -32.1% |
| 1Y | +1.3% | +112.0% | -110.7% | -23.5% |
| 3Y | +9.7% | +67.6% | -57.9% | -13.2% |
| 5Y | +117.4% | +200.3% | -83.0% | +30.2% |
| 10Y | +435.5% | +358.2% | +77.3% | +124.5% |
| All | +726.4% | +177.5% | +548.9% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling