+63.4%
TSLA vs FSLR
+32.4%
+31.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.6% |
| 7D | -10.4% | +15.3% | -25.7% | -13.4% |
| 30D | -5.2% | +11.7% | -16.8% | -7.7% |
| 3M | +12.1% | -17.6% | +29.7% | +16.7% |
| 6M | -10.2% | -7.7% | -2.4% | -8.8% |
| YTD | -20.3% | -23.0% | +2.7% | -17.0% |
| 1Y | -19.7% | -26.0% | +6.4% | -15.7% |
| 3Y | +63.4% | +36.9% | +26.5% | +26.0% |
| All | +63.4% | +32.4% | +31.0% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling