-7.6%
TSLA vs FSLR
+70.5%
-78.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | -10.4% | +15.3% | -25.7% | -14.4% |
| 30D | -5.2% | +11.7% | -16.8% | -8.6% |
| 3M | +12.1% | -17.6% | +29.7% | +18.2% |
| 6M | -10.2% | -7.7% | -2.4% | -8.8% |
| YTD | -20.3% | -23.0% | +2.7% | -16.0% |
| 1Y | -19.7% | -26.0% | +6.4% | -14.5% |
| 3Y | +63.4% | +36.9% | +26.5% | +20.8% |
| All | -7.6% | +70.5% | -78.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling