-26.0%
FSLR vs TD
+61.0%
-87.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.9% | +2.9% |
| 7D | +10.3% | +1.4% | +9.0% | +9.4% |
| 30D | +10.4% | +10.2% | +0.2% | +3.9% |
| 3M | -20.2% | +8.1% | -28.3% | -24.0% |
| 6M | -8.0% | +22.3% | -30.3% | -17.0% |
| YTD | -25.5% | +39.0% | -64.6% | -36.2% |
| 1Y | -26.0% | +62.6% | -88.6% | -49.1% |
| All | -26.0% | +61.0% | -87.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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