+63.1%
FSLR vs TCOM
+44.4%
+18.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | -2.6% | +6.5% | -9.2% | -3.6% |
| 30D | +1.8% | +13.3% | -11.5% | -0.3% |
| 3M | -24.4% | -6.5% | -17.9% | -23.6% |
| 6M | -17.7% | -16.3% | -1.4% | -15.6% |
| YTD | -30.7% | -38.7% | +8.0% | -25.3% |
| 1Y | -33.6% | -40.1% | +6.5% | -28.2% |
| 3Y | +35.1% | +30.6% | +4.5% | +24.6% |
| 5Y | +63.1% | +45.8% | +17.3% | +42.1% |
| All | +63.1% | +44.4% | +18.7% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling