+462.5%
TEAM vs FSLR
+550.7%
-88.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.7% | -18.9% | -16.7% |
| 7D | -19.8% | +15.3% | -35.2% | -22.4% |
| 30D | -21.5% | +11.7% | -33.2% | -23.6% |
| 3M | +39.5% | -17.6% | +57.1% | +44.6% |
| 6M | +73.1% | -7.7% | +80.8% | +72.7% |
| YTD | -5.2% | -23.0% | +17.8% | -2.7% |
| 1Y | -1.6% | -26.0% | +24.5% | +1.6% |
| 3Y | -11.4% | +36.9% | -48.3% | -28.7% |
| 5Y | -65.1% | +72.9% | -138.0% | -75.4% |
| All | +462.5% | +550.7% | -88.2% | +186.4% |
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