+726.4%
FSLR vs TFC
+151.7%
+574.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | +2.4% | -2.4% | -1.0% |
| 30D | -13.7% | -1.3% | -12.4% | -13.2% |
| 3M | -35.1% | +6.1% | -41.1% | -36.9% |
| 6M | +3.6% | +7.3% | -3.7% | 0.0% |
| YTD | -21.7% | +8.2% | -29.9% | -25.0% |
| 1Y | +1.3% | +14.4% | -13.2% | -5.5% |
| 3Y | +9.7% | +93.7% | -84.0% | -19.6% |
| 5Y | +117.4% | +16.4% | +101.0% | +87.0% |
| 10Y | +435.5% | +101.6% | +333.9% | +234.4% |
| All | +726.4% | +151.7% | +574.7% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling