+495.8%
FSLR vs TAP
-49.3%
+545.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.7% |
| 7D | +15.3% | +0.5% | +14.8% | +15.1% |
| 30D | +11.7% | +9.1% | +2.5% | +9.4% |
| 3M | -17.6% | -3.8% | -13.8% | -17.1% |
| 6M | -7.7% | -3.4% | -4.3% | -7.7% |
| YTD | -23.0% | -10.6% | -12.4% | -21.7% |
| 1Y | -26.0% | -4.4% | -21.6% | -26.2% |
| 3Y | +36.9% | -24.4% | +61.2% | +42.9% |
| 5Y | +72.9% | +2.1% | +70.9% | +65.2% |
| All | +495.8% | -49.3% | +545.1% | +488.5% |
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