-13.3%
T vs FSLR
-7.8%
-5.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -0.7% |
| 7D | +1.0% | +15.3% | -14.3% | +1.7% |
| 30D | -10.6% | +11.7% | -22.3% | -10.1% |
| 3M | -7.7% | -17.6% | +9.9% | -8.9% |
| 6M | -13.3% | -7.7% | -5.6% | -14.2% |
| All | -13.3% | -7.8% | -5.5% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling