+96.9%
FSLR vs TDG
+126.1%
-29.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +2.2% | -1.9% | +4.1% | +2.9% |
| 30D | -7.8% | -7.7% | -0.1% | -5.4% |
| 3M | -22.9% | -9.3% | -13.6% | -20.6% |
| 6M | +4.4% | -9.4% | +13.8% | +7.3% |
| YTD | -20.0% | -14.3% | -5.7% | -16.9% |
| 1Y | +2.8% | -11.8% | +14.6% | +5.4% |
| 3Y | +16.5% | +52.0% | -35.4% | -10.9% |
| All | +96.9% | +126.1% | -29.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling