+1.3%
FSLR vs TDG
-9.4%
+10.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | -13.7% | -7.4% | -6.3% | -12.7% |
| 3M | -35.1% | -5.4% | -29.7% | -34.5% |
| 6M | +3.6% | -11.6% | +15.3% | +1.4% |
| YTD | -21.7% | -12.6% | -9.1% | -23.4% |
| 1Y | +1.3% | -9.3% | +10.6% | +2.1% |
| All | +1.3% | -9.4% | +10.7% | +2.1% |
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