+453.5%
FSLR vs TCOM
-10.5%
+464.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -0.1% | -6.5% | +6.4% | +1.5% |
| 30D | -14.0% | -16.2% | +2.2% | -10.5% |
| 3M | -16.9% | -19.3% | +2.4% | -13.1% |
| 6M | +4.7% | -27.2% | +32.0% | +12.0% |
| YTD | -20.7% | -46.2% | +25.5% | -9.5% |
| 1Y | +1.7% | -46.6% | +48.3% | +16.2% |
| 3Y | +13.1% | +8.4% | +4.7% | +4.1% |
| 5Y | +108.4% | +25.8% | +82.6% | +71.3% |
| All | +453.5% | -10.5% | +464.0% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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