+1.3%
FSLR vs TEL
+2.3%
-1.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | 0.0% | +3.0% | -3.0% | -1.3% |
| 30D | -13.7% | -3.9% | -9.7% | -12.4% |
| 3M | -35.1% | -5.1% | -30.0% | -33.9% |
| 6M | +3.6% | +0.6% | +3.0% | +1.4% |
| YTD | -21.7% | -7.3% | -14.4% | -21.5% |
| 1Y | +1.3% | +1.1% | +0.1% | +5.9% |
| All | +1.3% | +2.3% | -1.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling