+317.8%
TMUS vs FSLR
+431.1%
-113.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -2.0% |
| 7D | -5.3% | +0.2% | -5.6% | -5.3% |
| 30D | +0.1% | -15.1% | +15.2% | +1.3% |
| 3M | -0.6% | -22.5% | +21.9% | +1.1% |
| 6M | -17.5% | +4.0% | -21.5% | -18.5% |
| YTD | -11.3% | -22.3% | +11.0% | -10.3% |
| 1Y | -25.4% | 0.0% | -25.4% | -26.7% |
| 3Y | +35.5% | +10.9% | +24.7% | +26.9% |
| 5Y | +41.9% | +105.4% | -63.5% | +18.3% |
| 10Y | +317.8% | +447.0% | -129.2% | +187.0% |
| All | +317.8% | +431.1% | -113.3% | +187.0% |
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