+43.2%
TER vs FSLR
-24.3%
+67.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.6% | -11.4% | -9.3% |
| 7D | -19.9% | +10.3% | -30.2% | -24.4% |
| 30D | -43.5% | +10.4% | -54.0% | -46.7% |
| 3M | -37.8% | -20.2% | -17.6% | -30.1% |
| 6M | -25.6% | -8.0% | -17.6% | -21.1% |
| YTD | +29.8% | -25.5% | +55.4% | +44.4% |
| 1Y | +43.2% | -26.0% | +69.1% | +57.7% |
| All | +43.2% | -24.3% | +67.4% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling