+596.4%
FSLR vs TD
+802.3%
-205.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -12.0% | +0.6% | -12.6% | -12.4% |
| 30D | -7.7% | +5.0% | -12.6% | -11.2% |
| 3M | -24.0% | +1.1% | -25.1% | -24.9% |
| 6M | -24.4% | +16.5% | -40.9% | -32.8% |
| YTD | -34.0% | +34.3% | -68.3% | -47.8% |
| 1Y | -35.6% | +52.9% | -88.5% | -53.8% |
| 3Y | +28.7% | +132.2% | -103.6% | -33.9% |
| 5Y | +55.3% | +101.9% | -46.5% | -14.2% |
| 10Y | +437.4% | +302.0% | +135.4% | +57.9% |
| All | +596.4% | +802.3% | -205.9% | -1.6% |
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