+172.7%
FSLR vs TEL
+723.0%
-550.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | 0.0% | +3.0% | -3.0% | -2.2% |
| 30D | -13.7% | -3.9% | -9.7% | -11.5% |
| 3M | -35.1% | -5.1% | -30.0% | -33.0% |
| 6M | +3.6% | +0.6% | +3.0% | +1.1% |
| YTD | -21.7% | -7.3% | -14.4% | -20.5% |
| 1Y | +1.3% | +1.1% | +0.1% | -3.6% |
| 3Y | +9.7% | +63.7% | -54.0% | -29.0% |
| 5Y | +117.4% | +50.7% | +66.7% | +45.4% |
| 10Y | +435.5% | +290.2% | +145.3% | +64.0% |
| All | +172.7% | +723.0% | -550.3% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling