-34.3%
TLT vs FSLR
+70.5%
-104.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.1% |
| 7D | +0.1% | +15.3% | -15.2% | -0.3% |
| 30D | +6.2% | +11.7% | -5.5% | +5.8% |
| 3M | +0.1% | -17.6% | +17.7% | +0.5% |
| 6M | -3.0% | -7.7% | +4.8% | -2.9% |
| YTD | -2.7% | -23.0% | +20.3% | -2.4% |
| 1Y | -4.8% | -26.0% | +21.2% | -4.4% |
| 3Y | +6.9% | +36.9% | -29.9% | +4.2% |
| All | -34.3% | +70.5% | -104.8% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling