+1,744.2%
TER vs FSLR
+464.5%
+1,279.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +2.8% |
| 7D | +11.0% | +6.8% | +4.1% | +8.6% |
| 30D | -1.9% | -14.7% | +12.8% | +3.0% |
| 3M | -0.7% | -22.6% | +21.9% | +8.0% |
| 6M | +36.4% | +12.7% | +23.7% | +32.9% |
| YTD | +92.4% | -18.4% | +110.8% | +104.2% |
| 1Y | +213.5% | +4.9% | +208.6% | +208.1% |
| 3Y | +277.2% | +16.4% | +260.8% | +229.7% |
| 5Y | +219.1% | +123.5% | +95.7% | +109.7% |
| 10Y | +1,744.2% | +454.3% | +1,289.9% | +784.1% |
| All | +1,744.2% | +464.5% | +1,279.8% | +784.1% |
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