+1,294.0%
TXN vs FSLR
+734.5%
+559.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -6.9% | -13.7% | +6.7% | -4.6% |
| 3M | -14.9% | -35.1% | +20.2% | -8.3% |
| 6M | +29.0% | +3.6% | +25.4% | +27.9% |
| YTD | +51.5% | -21.7% | +73.2% | +56.8% |
| 1Y | +41.6% | +1.3% | +40.3% | +39.4% |
| 3Y | +65.8% | +9.7% | +56.1% | +53.2% |
| 5Y | +56.8% | +117.4% | -60.5% | +24.2% |
| 10Y | +387.5% | +435.5% | -48.0% | +213.9% |
| All | +1,294.0% | +734.5% | +559.5% | +673.0% |
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