+28.7%
FSLR vs TAP
-24.6%
+53.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -12.0% | -6.3% | -5.7% | -11.5% |
| 30D | -7.7% | +2.7% | -10.4% | -7.9% |
| 3M | -24.0% | -3.7% | -20.3% | -23.8% |
| 6M | -24.4% | -2.0% | -22.4% | -24.4% |
| YTD | -34.0% | -12.3% | -21.7% | -32.9% |
| 1Y | -35.6% | -10.1% | -25.5% | -34.7% |
| All | +28.7% | -24.6% | +53.3% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling