+70.6%
TLT vs FSLR
+734.5%
-663.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.6% | -13.7% | +13.1% | -1.0% |
| 3M | -2.7% | -35.1% | +32.4% | -4.0% |
| 6M | -5.6% | +3.6% | -9.3% | -5.3% |
| YTD | -2.8% | -21.7% | +19.0% | -3.3% |
| 1Y | -1.4% | +1.3% | -2.7% | -0.9% |
| 3Y | -1.6% | +9.7% | -11.3% | +0.2% |
| 5Y | -33.8% | +117.4% | -151.2% | -29.7% |
| 10Y | -21.1% | +435.5% | -456.6% | -9.8% |
| All | +70.6% | +734.5% | -663.9% | +96.6% |
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