+454.3%
FSLR vs TXT
+98.4%
+355.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | -14.7% | -11.1% | -3.7% | -10.5% |
| 3M | -22.6% | -13.0% | -9.6% | -18.1% |
| 6M | +12.7% | -16.2% | +28.9% | +21.0% |
| YTD | -18.4% | -8.7% | -9.7% | -15.9% |
| 1Y | +4.9% | -3.8% | +8.7% | +5.7% |
| 3Y | +16.4% | +5.5% | +10.9% | +10.5% |
| 5Y | +123.5% | +12.3% | +111.2% | +103.6% |
| 10Y | +454.3% | +97.4% | +356.9% | +289.4% |
| All | +454.3% | +98.4% | +355.9% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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