-26.0%
FSLR vs TAP
-6.0%
-20.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +2.7% |
| 7D | +15.3% | +0.5% | +14.8% | +15.3% |
| 30D | +11.7% | +9.1% | +2.5% | +12.0% |
| 3M | -17.6% | -3.8% | -13.8% | -17.8% |
| 6M | -7.7% | -3.4% | -4.3% | -6.7% |
| YTD | -23.0% | -10.6% | -12.4% | -20.6% |
| 1Y | -26.0% | -4.4% | -21.6% | -23.0% |
| All | -26.0% | -6.0% | -20.1% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling