+116.4%
FSLR vs TD
+124.9%
-8.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -13.7% | +0.4% | -14.1% | -13.9% |
| 3M | -35.1% | +7.6% | -42.7% | -37.4% |
| 6M | +3.6% | +25.0% | -21.4% | -6.9% |
| YTD | -21.7% | +31.0% | -52.7% | -31.5% |
| 1Y | +1.3% | +65.2% | -63.9% | -20.9% |
| 3Y | +9.7% | +122.5% | -112.8% | -26.5% |
| All | +116.4% | +124.9% | -8.5% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling