+6.3%
TSLA vs FSLR
+3.4%
+2.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +2.7% |
| 7D | +3.4% | +6.8% | -3.4% | +1.5% |
| 30D | +12.0% | -14.7% | +26.8% | +17.1% |
| 3M | -10.0% | -22.6% | +12.6% | -4.3% |
| 6M | -7.2% | +12.7% | -19.9% | -8.3% |
| YTD | -18.1% | -18.4% | +0.2% | -14.9% |
| 1Y | +6.3% | +4.9% | +1.3% | +14.5% |
| All | +6.3% | +3.4% | +2.9% | +14.5% |
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 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