-26.0%
FSLR vs TDG
-5.9%
-20.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +10.3% | +7.1% | +3.3% | +8.4% |
| 30D | +10.4% | +11.4% | -1.0% | +7.3% |
| 3M | -20.2% | -4.6% | -15.6% | -19.4% |
| 6M | -8.0% | +5.8% | -13.8% | -8.9% |
| YTD | -25.5% | -8.5% | -17.0% | -29.5% |
| 1Y | -26.0% | -5.8% | -20.1% | -29.2% |
| All | -26.0% | -5.9% | -20.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling