+619.9%
FSLR vs TD
+805.8%
-185.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -8.4% | -3.1% | -5.4% | -6.4% |
| 30D | -0.9% | +6.7% | -7.6% | -5.8% |
| 3M | -26.1% | +3.1% | -29.2% | -28.0% |
| 6M | -23.6% | +17.6% | -41.3% | -32.7% |
| YTD | -31.8% | +34.8% | -66.6% | -46.2% |
| 1Y | -32.6% | +55.6% | -88.2% | -52.3% |
| 3Y | +33.0% | +133.1% | -100.1% | -31.9% |
| 5Y | +56.8% | +104.7% | -47.9% | -14.4% |
| 10Y | +455.6% | +303.6% | +152.0% | +62.8% |
| All | +619.9% | +805.8% | -185.9% | +1.4% |
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 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