+1,593.7%
TXN vs FSLR
+603.3%
+990.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | +1.4% |
| 7D | +12.3% | -12.0% | +24.3% | +14.7% |
| 30D | +9.1% | -7.7% | +16.7% | +10.4% |
| 3M | +13.5% | -24.0% | +37.5% | +18.5% |
| 6M | +6.9% | -24.4% | +31.4% | +11.5% |
| YTD | +84.0% | -34.0% | +118.1% | +95.4% |
| 1Y | +95.8% | -35.6% | +131.4% | +108.4% |
| 3Y | +130.3% | +28.7% | +101.7% | +106.6% |
| 5Y | +89.2% | +55.3% | +33.8% | +58.5% |
| 10Y | +486.5% | +437.4% | +49.1% | +278.9% |
| All | +1,593.7% | +603.3% | +990.4% | +863.2% |
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