+596.4%
FSLR vs TCOM
+524.0%
+72.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.0% |
| 7D | -12.0% | -1.4% | -10.6% | -11.6% |
| 30D | -7.7% | +11.5% | -19.2% | -10.8% |
| 3M | -24.0% | -5.2% | -18.8% | -23.0% |
| 6M | -24.4% | -16.9% | -7.5% | -20.8% |
| YTD | -34.0% | -39.9% | +5.9% | -24.1% |
| 1Y | -35.6% | -42.1% | +6.5% | -25.0% |
| 3Y | +28.7% | +28.0% | +0.6% | +8.8% |
| 5Y | +55.3% | +40.4% | +15.0% | +13.6% |
| 10Y | +437.4% | +5.6% | +431.8% | +291.1% |
| All | +596.4% | +524.0% | +72.4% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling