+454.3%
FSLR vs TFC
+100.2%
+354.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.1% |
| 7D | +6.8% | +2.2% | +4.6% | +5.9% |
| 30D | -14.7% | -2.5% | -12.2% | -14.0% |
| 3M | -22.6% | +4.5% | -27.1% | -24.1% |
| 6M | +12.7% | +11.0% | +1.7% | +7.8% |
| YTD | -18.4% | +5.9% | -24.3% | -20.9% |
| 1Y | +4.9% | +14.6% | -9.6% | -1.5% |
| 3Y | +16.4% | +96.7% | -80.3% | -13.0% |
| 5Y | +123.5% | +15.6% | +107.9% | +95.3% |
| 10Y | +454.3% | +98.6% | +355.7% | +256.0% |
| All | +454.3% | +100.2% | +354.1% | +256.0% |
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