+762.0%
FSLR vs TDG
+12,612.2%
-11,850.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.0% |
| 7D | +6.8% | -0.9% | +7.7% | +7.2% |
| 30D | -14.7% | -6.5% | -8.2% | -11.9% |
| 3M | -22.6% | -5.1% | -17.5% | -20.9% |
| 6M | +12.7% | -11.5% | +24.2% | +18.7% |
| YTD | -18.4% | -13.9% | -4.5% | -13.6% |
| 1Y | +4.9% | -11.5% | +16.4% | +8.8% |
| 3Y | +16.4% | +53.7% | -37.3% | -12.7% |
| 5Y | +123.5% | +135.5% | -12.0% | +31.3% |
| 10Y | +454.3% | +535.2% | -80.8% | +59.8% |
| All | +762.0% | +12,612.2% | -11,850.2% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling