+51.8%
TMUS vs FSLR
+53.9%
-2.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +4.9% | -14.8% | +19.7% | +5.3% |
| 30D | +7.7% | -4.3% | +12.0% | +7.8% |
| 3M | -6.8% | -23.4% | +16.6% | -6.2% |
| 6M | -9.7% | -26.9% | +17.3% | -9.1% |
| YTD | -15.0% | -34.4% | +19.4% | -14.2% |
| 1Y | -19.1% | -33.2% | +14.1% | -18.5% |
| 3Y | +21.4% | +28.1% | -6.6% | +13.2% |
| All | +51.8% | +53.9% | -2.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling