+762.0%
FSLR vs TDY
+1,355.9%
-594.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.9% |
| 7D | +6.8% | -0.9% | +7.7% | +7.4% |
| 30D | -14.7% | -12.5% | -2.2% | -7.6% |
| 3M | -22.6% | -1.2% | -21.4% | -22.0% |
| 6M | +12.7% | -6.6% | +19.3% | +17.8% |
| YTD | -18.4% | +18.5% | -36.8% | -26.6% |
| 1Y | +4.9% | +10.8% | -5.8% | -2.1% |
| 3Y | +16.4% | +47.5% | -31.1% | -11.8% |
| 5Y | +123.5% | +35.8% | +87.7% | +74.8% |
| 10Y | +454.3% | +459.0% | -4.6% | +46.7% |
| All | +762.0% | +1,355.9% | -594.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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