+23,745.5%
TSLA vs FSLR
+55.7%
+23,689.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.9% |
| 7D | -4.7% | -2.6% | -2.1% | -4.3% |
| 30D | -0.8% | +1.8% | -2.5% | -1.6% |
| 3M | +14.8% | -24.4% | +39.2% | +22.6% |
| 6M | -11.3% | -17.7% | +6.4% | -7.6% |
| YTD | -15.6% | -30.7% | +15.2% | -9.3% |
| 1Y | -14.7% | -33.6% | +18.9% | -7.5% |
| 3Y | +76.9% | +35.1% | +41.8% | +46.7% |
| 5Y | +6.7% | +63.1% | -56.4% | -18.9% |
| 10Y | +2,973.5% | +466.4% | +2,507.0% | +1,570.1% |
| All | +23,745.5% | +55.7% | +23,689.8% | +18,074.2% |
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