+458.5%
FSLR vs TEL
+316.2%
+142.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -1.3% |
| 7D | +2.2% | +1.6% | +0.7% | +1.1% |
| 30D | -7.8% | -0.7% | -7.2% | -7.9% |
| 3M | -22.9% | +2.4% | -25.3% | -24.6% |
| 6M | +4.4% | +4.1% | +0.3% | 0.0% |
| YTD | -20.0% | -5.8% | -14.2% | -19.6% |
| 1Y | +2.8% | +0.9% | +1.9% | -1.2% |
| 3Y | +16.5% | +72.6% | -56.1% | -24.0% |
| 5Y | +110.3% | +57.5% | +52.7% | +42.6% |
| All | +458.5% | +316.2% | +142.3% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling