+91.2%
TXN vs FSLR
-35.9%
+127.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +9.5% | -14.8% | +24.3% | +14.5% |
| 30D | +8.7% | -4.3% | +13.0% | +9.4% |
| 3M | +11.6% | -23.4% | +35.0% | +20.1% |
| 6M | +0.1% | -26.9% | +27.0% | +10.6% |
| YTD | +78.8% | -34.4% | +113.2% | +95.4% |
| 1Y | +91.2% | -33.2% | +124.4% | +107.8% |
| All | +91.2% | -35.9% | +127.2% | +107.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling