-4.2%
TLT vs FSLR
-0.5%
-3.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | 0.0% | -15.1% | +15.1% | +0.2% |
| 3M | -2.9% | -22.5% | +19.7% | -2.6% |
| 6M | -6.3% | +4.0% | -10.2% | -5.9% |
| YTD | -3.3% | -22.3% | +18.9% | -3.3% |
| 1Y | -4.2% | 0.0% | -4.2% | -3.8% |
| All | -4.2% | -0.5% | -3.7% | -3.8% |
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