+308.0%
T vs FSLR
+734.5%
-426.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | -13.7% | +25.0% | +12.6% |
| 3M | +14.3% | -35.1% | +49.4% | +18.0% |
| 6M | -9.3% | +3.6% | -12.9% | -10.2% |
| YTD | +7.1% | -21.7% | +28.8% | +8.2% |
| 1Y | -9.1% | +1.3% | -10.4% | -10.4% |
| 3Y | +105.3% | +9.7% | +95.6% | +94.5% |
| 5Y | +66.8% | +117.4% | -50.5% | +44.0% |
| 10Y | +66.8% | +435.5% | -368.7% | +24.6% |
| All | +308.0% | +734.5% | -426.5% | +181.6% |
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