+3,185.6%
TSLA vs FSLR
+432.1%
+2,753.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.7% |
| 7D | +15.6% | -12.0% | +27.6% | +20.1% |
| 30D | +5.9% | -7.7% | +13.6% | +8.1% |
| 3M | +21.4% | -24.0% | +45.4% | +31.2% |
| 6M | -8.3% | -24.4% | +16.1% | -1.2% |
| YTD | -11.6% | -34.0% | +22.4% | -2.3% |
| 1Y | -7.7% | -35.6% | +27.9% | +2.5% |
| 3Y | +85.2% | +28.7% | +56.5% | +44.2% |
| 5Y | +15.4% | +55.3% | -40.0% | -22.6% |
| All | +3,185.6% | +432.1% | +2,753.5% | +1,446.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling