+726.4%
FSLR vs TD
+780.4%
-54.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -13.7% | +0.4% | -14.1% | -14.1% |
| 3M | -35.1% | +7.6% | -42.7% | -38.7% |
| 6M | +3.6% | +25.0% | -21.4% | -12.6% |
| YTD | -21.7% | +31.0% | -52.7% | -36.7% |
| 1Y | +1.3% | +65.2% | -63.9% | -31.4% |
| 3Y | +9.7% | +122.5% | -112.8% | -41.7% |
| 5Y | +117.4% | +124.8% | -7.4% | +10.0% |
| 10Y | +435.5% | +298.2% | +137.3% | +58.7% |
| All | +726.4% | +780.4% | -54.0% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling