+1.7%
FSLR vs TCOM
-46.8%
+48.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | -0.1% | -6.5% | +6.4% | +0.5% |
| 30D | -14.0% | -16.2% | +2.2% | -12.7% |
| 3M | -16.9% | -19.3% | +2.4% | -15.1% |
| 6M | +4.7% | -27.2% | +32.0% | +8.7% |
| YTD | -20.7% | -46.2% | +25.5% | -13.7% |
| 1Y | +1.7% | -46.6% | +48.3% | +11.7% |
| All | +1.7% | -46.8% | +48.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling