-17.9%
FSLR vs TFC
+3.2%
-21.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.7% | -5.1% |
| 7D | +5.3% | +0.3% | +4.9% | +5.1% |
| 30D | +7.8% | +9.2% | -1.4% | +5.8% |
| 3M | -23.4% | -2.9% | -20.5% | -23.2% |
| All | -17.9% | +3.2% | -21.1% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling