+400.7%
TXN vs FSLR
+461.4%
-60.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | +2.0% | -0.1% | +2.1% | +1.9% |
| 30D | -8.0% | -14.0% | +6.0% | -5.0% |
| 3M | -7.8% | -16.9% | +9.1% | -4.1% |
| 6M | +32.4% | +4.7% | +27.7% | +30.7% |
| YTD | +51.7% | -20.7% | +72.4% | +57.6% |
| 1Y | +44.3% | +1.7% | +42.6% | +41.3% |
| 3Y | +71.3% | +13.1% | +58.2% | +53.0% |
| 5Y | +56.4% | +108.4% | -52.0% | +14.2% |
| All | +400.7% | +461.4% | -60.8% | +178.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling