+1.3%
FSLR vs TFC
+15.4%
-14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | 0.0% | +2.4% | -2.4% | -0.4% |
| 30D | -13.7% | -1.3% | -12.4% | -13.5% |
| 3M | -35.1% | +6.1% | -41.1% | -35.7% |
| 6M | +3.6% | +7.3% | -3.7% | +1.4% |
| YTD | -21.7% | +8.2% | -29.9% | -23.5% |
| 1Y | +1.3% | +14.4% | -13.2% | -3.1% |
| All | +1.3% | +15.4% | -14.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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