+1,057.8%
TER vs FSLR
+432.1%
+625.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.3% |
| 7D | +24.0% | -12.0% | +36.0% | +28.8% |
| 30D | -30.6% | -7.7% | -23.0% | -29.2% |
| 3M | -34.5% | -24.0% | -10.5% | -29.2% |
| 6M | -26.4% | -24.4% | -1.9% | -19.8% |
| YTD | +36.4% | -34.0% | +70.5% | +53.6% |
| 1Y | +47.4% | -35.6% | +83.0% | +67.2% |
| 3Y | +202.6% | +28.7% | +173.9% | +153.7% |
| 5Y | +83.9% | +55.3% | +28.6% | +33.3% |
| All | +1,057.8% | +432.1% | +625.6% | +479.0% |
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