+447.0%
FSLR vs TD
+295.5%
+151.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.6% | -4.1% |
| 7D | +0.2% | -1.9% | +2.2% | +1.4% |
| 30D | -15.1% | -1.6% | -13.5% | -14.5% |
| 3M | -22.5% | +4.6% | -27.2% | -24.5% |
| 6M | +4.0% | +26.8% | -22.9% | -8.9% |
| YTD | -22.3% | +28.3% | -50.6% | -32.6% |
| 1Y | 0.0% | +60.4% | -60.4% | -23.5% |
| 3Y | +10.9% | +125.7% | -114.9% | -30.6% |
| 5Y | +105.4% | +122.4% | -17.0% | +26.0% |
| 10Y | +447.0% | +297.1% | +149.9% | +115.4% |
| All | +447.0% | +295.5% | +151.5% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling