+22.2%
TMUS vs FSLR
+30.3%
-8.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | +6.5% | -12.0% | +18.5% | +6.2% |
| 30D | +11.3% | -7.7% | +18.9% | +11.1% |
| 3M | -2.9% | -24.0% | +21.1% | -3.4% |
| 6M | -10.5% | -24.4% | +13.9% | -11.0% |
| YTD | -14.4% | -34.0% | +19.6% | -14.8% |
| 1Y | -17.9% | -35.6% | +17.7% | -18.2% |
| All | +22.2% | +30.3% | -8.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling