+526.6%
FSLR vs TFC
+86.5%
+440.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.1% |
| 7D | +15.3% | +1.2% | +14.1% | +14.8% |
| 30D | +11.7% | +8.3% | +3.3% | +8.3% |
| 3M | -17.6% | -5.2% | -12.4% | -16.1% |
| 6M | -7.7% | -0.8% | -6.9% | -8.0% |
| YTD | -23.0% | +3.4% | -26.4% | -24.7% |
| 1Y | -26.0% | +17.0% | -43.1% | -31.0% |
| 3Y | +36.9% | +86.2% | -49.3% | +4.3% |
| 5Y | +72.9% | -2.3% | +75.2% | +62.2% |
| All | +526.6% | +86.5% | +440.1% | +387.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling