+619.9%
FSLR vs TAP
+81.9%
+538.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -8.4% | -8.0% | -0.4% | -5.7% |
| 30D | -0.9% | +4.1% | -5.0% | -2.7% |
| 3M | -26.1% | -4.4% | -21.7% | -25.3% |
| 6M | -23.6% | -1.9% | -21.7% | -24.2% |
| YTD | -31.8% | -12.1% | -19.8% | -29.9% |
| 1Y | -32.6% | -12.0% | -20.5% | -30.8% |
| 3Y | +33.0% | -25.0% | +58.0% | +41.7% |
| 5Y | +56.8% | -1.1% | +57.9% | +45.0% |
| 10Y | +455.6% | -47.6% | +503.2% | +534.0% |
| All | +619.9% | +81.9% | +538.1% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling