-26.0%
FSLR vs TEM
-11.1%
-14.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +5.0% |
| 7D | +10.3% | -1.3% | +11.6% | +10.4% |
| 30D | +10.4% | -9.5% | +19.9% | +11.4% |
| 3M | -20.2% | +60.7% | -80.9% | -27.8% |
| 6M | -8.0% | +35.5% | -43.5% | -15.0% |
| YTD | -25.5% | +28.0% | -53.6% | -32.5% |
| 1Y | -26.0% | -10.5% | -15.4% | -25.7% |
| All | -26.0% | -11.1% | -14.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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