-14.7%
TSLA vs FSLR
-33.7%
+19.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.9% |
| 7D | -4.7% | -2.6% | -2.1% | -4.4% |
| 30D | -0.8% | +1.8% | -2.5% | -1.8% |
| 3M | +14.8% | -24.4% | +39.2% | +23.1% |
| 6M | -11.3% | -17.7% | +6.4% | -5.8% |
| YTD | -15.6% | -30.7% | +15.2% | -9.3% |
| 1Y | -14.7% | -33.6% | +18.9% | -7.4% |
| All | -14.7% | -33.7% | +19.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling