+4.9%
FSLR vs TFC
+13.2%
-8.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.6% |
| 7D | +6.8% | +2.2% | +4.6% | +6.4% |
| 30D | -14.7% | -2.5% | -12.2% | -14.5% |
| 3M | -22.6% | +4.5% | -27.1% | -23.2% |
| 6M | +12.7% | +11.0% | +1.7% | +9.9% |
| YTD | -18.4% | +5.9% | -24.3% | -20.0% |
| 1Y | +4.9% | +14.6% | -9.6% | +1.0% |
| All | +4.9% | +13.2% | -8.3% | +1.0% |
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 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