+68.4%
T vs FSLR
+431.1%
-362.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.5% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.6% | -15.1% | +19.7% | +5.4% |
| 3M | +12.2% | -22.5% | +34.8% | +13.4% |
| 6M | -6.5% | +4.0% | -10.4% | -7.1% |
| YTD | +4.9% | -22.3% | +27.1% | +5.6% |
| 1Y | -10.5% | 0.0% | -10.5% | -11.3% |
| 3Y | +104.6% | +10.9% | +93.7% | +96.3% |
| 5Y | +64.2% | +105.4% | -41.2% | +45.6% |
| 10Y | +68.4% | +447.0% | -378.5% | +27.2% |
| All | +68.4% | +431.1% | -362.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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