+16.4%
FSLR vs TEL
+67.5%
-51.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.2% |
| 7D | +6.8% | -1.4% | +8.3% | +7.5% |
| 30D | -14.7% | -4.9% | -9.8% | -12.8% |
| 3M | -22.6% | +0.1% | -22.7% | -23.0% |
| 6M | +12.7% | +0.4% | +12.3% | +10.7% |
| YTD | -18.4% | -8.9% | -9.4% | -16.7% |
| 1Y | +4.9% | -0.3% | +5.3% | +2.0% |
| 3Y | +16.4% | +67.6% | -51.2% | -26.0% |
| All | +16.4% | +67.5% | -51.1% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling