+238.4%
TMUS vs FSLR
+498.1%
-259.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.7% |
| 7D | +3.6% | +15.3% | -11.8% | +2.4% |
| 30D | -3.4% | +11.7% | -15.0% | -4.2% |
| 3M | -9.5% | -17.6% | +8.2% | -8.3% |
| 6M | -15.2% | -7.7% | -7.5% | -15.3% |
| YTD | -18.9% | -23.0% | +4.1% | -18.1% |
| 1Y | -17.7% | -26.0% | +8.3% | -16.7% |
| 3Y | +15.6% | +36.9% | -21.2% | +5.0% |
| 5Y | +38.9% | +72.9% | -34.0% | +18.2% |
| All | +238.4% | +498.1% | -259.7% | +133.7% |
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