+67.7%
T vs FSLR
+117.9%
-50.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | -13.7% | +25.0% | +11.5% |
| 3M | +14.3% | -35.1% | +49.4% | +14.8% |
| 6M | -9.3% | +3.6% | -12.9% | -9.5% |
| YTD | +7.1% | -21.7% | +28.8% | +7.2% |
| 1Y | -9.1% | +1.3% | -10.4% | -9.4% |
| 3Y | +105.3% | +9.7% | +95.6% | +100.8% |
| All | +67.7% | +117.9% | -50.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling