+22,131.9%
TSLA vs FSLR
+75.9%
+22,056.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | +1.5% | 0.0% | +1.5% | +1.6% |
| 30D | +10.1% | -13.7% | +23.8% | +14.4% |
| 3M | -15.4% | -35.1% | +19.7% | -5.5% |
| 6M | -12.8% | +3.6% | -16.4% | -14.1% |
| YTD | -21.3% | -21.7% | +0.5% | -17.5% |
| 1Y | +4.6% | +1.3% | +3.3% | +1.8% |
| 3Y | +44.5% | +9.7% | +34.8% | +27.4% |
| 5Y | +44.8% | +117.4% | -72.6% | +3.0% |
| 10Y | +2,585.4% | +435.5% | +2,149.9% | +1,365.2% |
| All | +22,131.9% | +75.9% | +22,056.0% | +16,424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling