-32.6%
FSLR vs TFC
+15.8%
-48.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.4% | -1.2% | -7.2% | -8.2% |
| 30D | -0.9% | +7.8% | -8.7% | -2.4% |
| 3M | -26.1% | -3.0% | -23.1% | -25.8% |
| 6M | -23.6% | +5.8% | -29.5% | -24.7% |
| YTD | -31.8% | +5.3% | -37.1% | -34.2% |
| 1Y | -32.6% | +15.7% | -48.2% | -37.8% |
| All | -32.6% | +15.8% | -48.4% | -37.8% |
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