+2.8%
FSLR vs TDG
-11.6%
+14.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +2.2% | -1.9% | +4.1% | +2.5% |
| 30D | -7.8% | -7.7% | -0.1% | -6.7% |
| 3M | -22.9% | -9.3% | -13.6% | -21.8% |
| 6M | +4.4% | -9.4% | +13.8% | +3.8% |
| YTD | -20.0% | -14.3% | -5.7% | -21.5% |
| 1Y | +2.8% | -11.8% | +14.6% | +3.7% |
| All | +2.8% | -11.6% | +14.4% | +3.7% |
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