+191.2%
TER vs FSLR
+29.6%
+161.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +14.4% | -14.8% | +29.1% | +20.1% |
| 30D | -30.6% | -4.3% | -26.3% | -30.0% |
| 3M | -39.2% | -23.4% | -15.8% | -34.4% |
| 6M | -31.3% | -26.9% | -4.3% | -23.9% |
| YTD | +29.1% | -34.4% | +63.5% | +45.2% |
| 1Y | +47.4% | -33.2% | +80.6% | +65.0% |
| 3Y | +191.2% | +28.1% | +163.2% | +147.1% |
| All | +191.2% | +29.6% | +161.6% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling