+74.9%
FSLR vs TXT
+7.8%
+67.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.6% |
| 7D | +15.3% | -2.5% | +17.9% | +16.6% |
| 30D | +11.7% | +14.4% | -2.7% | +4.4% |
| 3M | -17.6% | -4.9% | -12.7% | -16.1% |
| 6M | -7.7% | -10.2% | +2.5% | -3.7% |
| YTD | -23.0% | -4.1% | -18.9% | -22.7% |
| 1Y | -26.0% | +4.0% | -30.0% | -28.6% |
| 3Y | +36.9% | +8.0% | +28.9% | +25.2% |
| All | +74.9% | +7.8% | +67.1% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling