-33.9%
FSLR vs TEM
+101.4%
-135.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -5.1% |
| 7D | -2.6% | +3.5% | -6.2% | -3.2% |
| 30D | +1.8% | +13.5% | -11.8% | +0.1% |
| 3M | -24.4% | +46.3% | -70.7% | -28.3% |
| 6M | -17.7% | +61.5% | -79.2% | -23.1% |
| YTD | -30.7% | +36.4% | -67.1% | -34.7% |
| 1Y | -33.6% | +12.2% | -45.8% | -36.2% |
| All | -33.9% | +101.4% | -135.2% | -39.7% |
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 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