-26.0%
FSLR vs TFC
+20.8%
-46.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.7% | +4.0% |
| 7D | +10.3% | +5.1% | +5.3% | +9.2% |
| 30D | +10.4% | +9.8% | +0.6% | +8.3% |
| 3M | -20.2% | -2.4% | -17.7% | -20.0% |
| 6M | -8.0% | +4.9% | -12.9% | -9.2% |
| YTD | -25.5% | +6.6% | -32.1% | -28.4% |
| 1Y | -26.0% | +21.3% | -47.3% | -31.5% |
| All | -26.0% | +20.8% | -46.7% | -31.5% |
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