+105.2%
TQQQ vs FSLR
+108.2%
-3.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | -1.9% | +2.2% | -4.2% | -3.1% |
| 30D | -4.9% | -7.8% | +3.0% | -1.5% |
| 3M | -6.4% | -22.9% | +16.5% | +5.3% |
| 6M | +44.4% | +4.4% | +40.0% | +42.7% |
| YTD | +35.2% | -20.0% | +55.2% | +46.4% |
| 1Y | +49.5% | +2.8% | +46.7% | +43.7% |
| 3Y | +250.7% | +16.5% | +234.2% | +171.3% |
| All | +105.2% | +108.2% | -3.1% | -17.9% |
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 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