+4.9%
FSLR vs TXT
-2.3%
+7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.2% |
| 6M | +12.7% | -16.2% | +28.9% | +19.0% |
| YTD | -18.4% | -8.7% | -9.7% | -16.6% |
| 1Y | +4.9% | -3.8% | +8.7% | +4.1% |
| All | +4.9% | -2.3% | +7.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling