+16.4%
FSLR vs TCOM
+13.4%
+3.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | +6.8% | -7.6% | +14.4% | +8.1% |
| 30D | -14.7% | -12.2% | -2.5% | -13.0% |
| 3M | -22.6% | -14.2% | -8.4% | -20.9% |
| 6M | +12.7% | -25.0% | +37.7% | +17.9% |
| YTD | -18.4% | -43.7% | +25.3% | -10.3% |
| 1Y | +4.9% | -44.5% | +49.5% | +15.6% |
| 3Y | +16.4% | +13.4% | +3.0% | +7.5% |
| All | +16.4% | +13.4% | +3.0% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling