+278.4%
FSLR vs TENB
+1.3%
+277.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | -15.1% | -8.3% | -6.9% | -13.7% |
| 3M | -22.5% | +26.2% | -48.7% | -28.0% |
| 6M | +4.0% | +60.2% | -56.2% | -10.4% |
| YTD | -22.3% | +43.1% | -65.3% | -31.7% |
| 1Y | 0.0% | +9.4% | -9.3% | -5.3% |
| 3Y | +10.9% | -23.9% | +34.7% | +12.6% |
| 5Y | +105.4% | -28.2% | +133.6% | +100.1% |
| All | +278.4% | +1.3% | +277.1% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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