+1,545.5%
TXN vs FSLR
+599.6%
+946.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +9.5% | -14.8% | +24.3% | +12.4% |
| 30D | +8.7% | -4.3% | +13.0% | +9.3% |
| 3M | +11.6% | -23.4% | +35.0% | +16.3% |
| 6M | +0.1% | -26.9% | +27.0% | +5.0% |
| YTD | +78.8% | -34.4% | +113.2% | +90.0% |
| 1Y | +91.2% | -33.2% | +124.4% | +102.3% |
| 3Y | +125.8% | +28.1% | +97.8% | +102.7% |
| 5Y | +83.8% | +54.5% | +29.3% | +54.2% |
| 10Y | +469.9% | +434.6% | +35.3% | +268.4% |
| All | +1,545.5% | +599.6% | +946.0% | +836.8% |
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 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