+455.6%
FSLR vs TXT
+98.8%
+356.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -8.4% | -0.8% | -7.6% | -8.3% |
| 30D | -0.9% | +13.4% | -14.3% | -6.5% |
| 3M | -26.1% | -2.5% | -23.5% | -25.7% |
| 6M | -23.6% | -6.2% | -17.4% | -22.2% |
| YTD | -31.8% | -1.3% | -30.5% | -32.4% |
| 1Y | -32.6% | +4.3% | -36.9% | -34.7% |
| 3Y | +33.0% | +13.2% | +19.8% | +21.9% |
| 5Y | +56.8% | +12.4% | +44.4% | +41.9% |
| 10Y | +455.6% | +94.8% | +360.8% | +285.0% |
| All | +455.6% | +98.8% | +356.7% | +285.0% |
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