+2.8%
TLT vs FSLR
+29.6%
-26.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.1% | -14.8% | +11.7% | -2.6% |
| 30D | +1.0% | -4.3% | +5.3% | +1.2% |
| 3M | -2.7% | -23.4% | +20.7% | -2.0% |
| 6M | -4.1% | -26.9% | +22.8% | -3.4% |
| YTD | -5.4% | -34.4% | +29.0% | -4.4% |
| 1Y | -7.0% | -33.2% | +26.2% | -6.2% |
| 3Y | +2.8% | +28.1% | -25.2% | -4.1% |
| All | +2.8% | +29.6% | -26.8% | -4.1% |
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