+674.5%
FSLR vs TFC
+145.3%
+529.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.7% | -5.5% |
| 7D | +5.3% | +0.3% | +4.9% | +5.0% |
| 30D | +7.8% | +9.2% | -1.4% | +3.8% |
| 3M | -23.4% | -2.9% | -20.5% | -22.6% |
| 6M | -12.9% | +3.5% | -16.4% | -14.7% |
| YTD | -26.7% | +5.4% | -32.1% | -29.1% |
| 1Y | -28.4% | +17.3% | -45.7% | -33.8% |
| 3Y | +44.6% | +96.7% | -52.1% | +5.0% |
| 5Y | +67.9% | -1.1% | +69.0% | +54.9% |
| 10Y | +496.9% | +84.7% | +412.2% | +286.8% |
| All | +674.5% | +145.3% | +529.2% | +363.8% |
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 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