+2,973.5%
TSLA vs FSLR
+458.2%
+2,515.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.2% |
| 7D | -4.7% | -2.6% | -2.1% | -4.2% |
| 30D | -0.8% | +1.8% | -2.5% | -1.8% |
| 3M | +14.8% | -24.4% | +39.2% | +24.3% |
| 6M | -11.3% | -17.7% | +6.4% | -7.0% |
| YTD | -15.6% | -30.7% | +15.2% | -8.1% |
| 1Y | -14.7% | -33.6% | +18.9% | -6.1% |
| 3Y | +76.9% | +35.1% | +41.8% | +35.8% |
| 5Y | +6.7% | +63.1% | -56.4% | -29.4% |
| 10Y | +2,973.5% | +466.4% | +2,507.0% | +1,324.4% |
| All | +2,973.5% | +458.2% | +2,515.2% | +1,324.4% |
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