+431.2%
FSLR vs TAP
-50.2%
+481.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | -13.7% | -2.1% | -11.5% | -13.2% |
| 3M | -35.1% | +6.6% | -41.7% | -36.3% |
| 6M | +3.6% | -11.5% | +15.1% | +6.0% |
| YTD | -21.7% | -10.3% | -11.5% | -20.3% |
| 1Y | +1.3% | -14.4% | +15.7% | +4.0% |
| 3Y | +9.7% | -28.3% | +38.0% | +16.6% |
| 5Y | +117.4% | +1.7% | +115.7% | +107.7% |
| All | +431.2% | -50.2% | +481.4% | +470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling