+886.2%
TER vs FSLR
+498.1%
+388.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | +1.7% |
| 7D | -20.5% | +15.3% | -35.8% | -24.3% |
| 30D | -47.0% | +11.7% | -58.7% | -49.0% |
| 3M | -43.3% | -17.6% | -25.7% | -40.2% |
| 6M | -42.9% | -7.7% | -35.2% | -41.5% |
| YTD | +12.9% | -23.0% | +35.9% | +21.3% |
| 1Y | +18.2% | -26.0% | +44.2% | +28.5% |
| 3Y | +151.8% | +36.9% | +114.9% | +107.6% |
| 5Y | +54.2% | +72.9% | -18.7% | +8.3% |
| All | +886.2% | +498.1% | +388.1% | +371.4% |
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