-23.6%
TMUS vs FSLR
+3.4%
-27.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.4% |
| 7D | -0.3% | +6.8% | -7.1% | +0.2% |
| 30D | +3.1% | -14.7% | +17.8% | +2.0% |
| 3M | +2.4% | -22.6% | +25.0% | +0.6% |
| 6M | -17.1% | +12.7% | -29.8% | -15.9% |
| YTD | -9.1% | -18.4% | +9.3% | -9.2% |
| 1Y | -23.6% | +4.9% | -28.6% | -20.9% |
| All | -23.6% | +3.4% | -27.0% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling