+128.6%
FSLR vs TEL
+753.4%
-624.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -14.8% | +4.5% | -19.3% | -17.7% |
| 30D | -4.3% | +2.9% | -7.2% | -7.0% |
| 3M | -23.4% | +1.1% | -24.5% | -25.1% |
| 6M | -26.9% | +5.0% | -31.9% | -30.4% |
| YTD | -34.4% | -3.9% | -30.5% | -35.7% |
| 1Y | -33.2% | -7.4% | -25.8% | -32.8% |
| 3Y | +28.1% | +81.0% | -52.9% | -23.8% |
| 5Y | +54.5% | +42.3% | +12.2% | +7.5% |
| 10Y | +434.6% | +284.8% | +149.8% | +64.2% |
| All | +128.6% | +753.4% | -624.7% | -62.2% |
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