+16.4%
FSLR vs TENB
-24.7%
+41.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.4% |
| 7D | +6.8% | -5.0% | +11.8% | +7.3% |
| 30D | -14.7% | -7.4% | -7.4% | -14.3% |
| 3M | -22.6% | +22.3% | -44.8% | -23.6% |
| 6M | +12.7% | +60.2% | -47.5% | +10.0% |
| YTD | -18.4% | +43.2% | -61.6% | -18.9% |
| 1Y | +4.9% | +8.2% | -3.2% | +10.0% |
| 3Y | +16.4% | -23.8% | +40.2% | +22.4% |
| All | +16.4% | -24.7% | +41.1% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling