-20.7%
TLT vs FSLR
+464.5%
-485.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | +0.4% | +6.8% | -6.4% | +0.4% |
| 30D | -0.3% | -14.7% | +14.4% | -0.3% |
| 3M | -1.7% | -22.6% | +20.8% | -1.7% |
| 6M | -4.9% | +12.7% | -17.6% | -4.9% |
| YTD | -2.8% | -18.4% | +15.6% | -2.8% |
| 1Y | -4.2% | +4.9% | -9.1% | -4.2% |
| 3Y | -1.1% | +16.4% | -17.5% | -1.1% |
| 5Y | -33.7% | +123.5% | -157.2% | -32.5% |
| 10Y | -20.7% | +454.3% | -475.0% | -16.7% |
| All | -20.7% | +464.5% | -485.1% | -16.7% |
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