-37.0%
FSLR vs TEM
+89.7%
-126.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.8% |
| 7D | -12.0% | +7.8% | -19.7% | -12.8% |
| 30D | -7.7% | +11.2% | -18.9% | -8.9% |
| 3M | -24.0% | +39.0% | -63.0% | -27.6% |
| 6M | -24.4% | +61.6% | -86.1% | -29.4% |
| YTD | -34.0% | +28.5% | -62.6% | -37.4% |
| 1Y | -35.6% | +6.7% | -42.3% | -37.8% |
| All | -37.0% | +89.7% | -126.8% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling