+726.4%
FSLR vs TXT
+85.9%
+640.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | 0.0% | -4.8% | +4.8% | +2.0% |
| 30D | -13.7% | -10.6% | -3.0% | -9.6% |
| 3M | -35.1% | -13.2% | -21.9% | -31.4% |
| 6M | +3.6% | -20.3% | +24.0% | +13.5% |
| YTD | -21.7% | -9.3% | -12.5% | -19.2% |
| 1Y | +1.3% | -2.7% | +4.0% | +1.5% |
| 3Y | +9.7% | +1.4% | +8.3% | +6.2% |
| 5Y | +117.4% | +9.6% | +107.8% | +101.1% |
| 10Y | +435.5% | +94.9% | +340.6% | +259.4% |
| All | +726.4% | +85.9% | +640.5% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling