+71.9%
TXN vs FSLR
+9.6%
+62.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.0% |
| 7D | +2.7% | +0.2% | +2.4% | +2.5% |
| 30D | -6.7% | -15.1% | +8.4% | -3.7% |
| 3M | -8.9% | -22.5% | +13.6% | -4.2% |
| 6M | +34.7% | +4.0% | +30.7% | +34.1% |
| YTD | +53.3% | -22.3% | +75.6% | +59.2% |
| 1Y | +45.0% | 0.0% | +45.0% | +43.9% |
| All | +71.9% | +9.6% | +62.2% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling