+2,627.0%
TER vs FSLR
+734.5%
+1,892.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.3% | -13.7% | +5.4% | -4.8% |
| 3M | -12.2% | -35.1% | +22.9% | -1.0% |
| 6M | +17.1% | +3.6% | +13.4% | +17.0% |
| YTD | +84.7% | -21.7% | +106.4% | +96.8% |
| 1Y | +199.9% | +1.3% | +198.6% | +198.4% |
| 3Y | +232.8% | +9.7% | +223.1% | +202.8% |
| 5Y | +198.6% | +117.4% | +81.2% | +116.8% |
| 10Y | +1,669.7% | +435.5% | +1,234.3% | +842.1% |
| All | +2,627.0% | +734.5% | +1,892.5% | +1,297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling