+466.4%
FSLR vs TAP
-48.8%
+515.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.6% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | +1.8% | +7.5% | -5.7% | 0.0% |
| 3M | -24.4% | -4.9% | -19.5% | -23.8% |
| 6M | -17.7% | -3.5% | -14.2% | -17.7% |
| YTD | -30.7% | -11.4% | -19.3% | -29.5% |
| 1Y | -33.6% | -10.8% | -22.8% | -32.6% |
| 3Y | +35.1% | -24.5% | +59.6% | +41.1% |
| 5Y | +63.1% | +2.5% | +60.6% | +55.6% |
| 10Y | +466.4% | -47.6% | +514.0% | +450.0% |
| All | +466.4% | -48.8% | +515.3% | +450.0% |
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