+33.9%
TER vs FSLR
-29.8%
+63.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.7% | +17.5% | +15.1% |
| 7D | -5.8% | +5.3% | -11.0% | -9.0% |
| 30D | -38.9% | +7.8% | -46.7% | -41.8% |
| 3M | -35.1% | -23.4% | -11.7% | -25.8% |
| 6M | -31.6% | -12.9% | -18.7% | -25.7% |
| YTD | +27.2% | -26.7% | +53.9% | +41.1% |
| All | +33.9% | -29.8% | +63.7% | +53.6% |
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