+247.6%
T vs FSLR
+721.0%
-473.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.1% |
| 7D | +1.0% | +15.3% | -14.3% | -0.1% |
| 30D | -10.6% | +11.7% | -22.3% | -11.4% |
| 3M | -7.7% | -17.6% | +9.9% | -6.5% |
| 6M | -13.3% | -7.7% | -5.6% | -13.4% |
| YTD | -8.8% | -23.0% | +14.2% | -7.8% |
| 1Y | -8.4% | -26.0% | +17.6% | -7.3% |
| 3Y | +59.6% | +36.9% | +22.8% | +48.0% |
| 5Y | +52.1% | +72.9% | -20.8% | +34.2% |
| 10Y | +56.9% | +519.3% | -462.4% | +15.5% |
| All | +247.6% | +721.0% | -473.4% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling