+320.5%
TMUS vs FSLR
+237.7%
+82.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | -13.7% | +18.9% | +7.4% |
| 3M | +3.1% | -35.1% | +38.2% | +9.1% |
| 6M | -16.5% | +3.6% | -20.1% | -18.0% |
| YTD | -9.2% | -21.7% | +12.6% | -7.6% |
| 1Y | -26.5% | +1.3% | -27.8% | -28.6% |
| 3Y | +39.0% | +9.7% | +29.3% | +25.5% |
| 5Y | +40.4% | +117.4% | -77.0% | +7.8% |
| 10Y | +303.7% | +435.5% | -131.8% | +140.9% |
| All | +320.5% | +237.7% | +82.8% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling