+420.9%
FSLR vs TGT
+205.2%
+215.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -12.0% | +2.6% | -14.6% | -12.6% |
| 30D | -7.7% | +6.6% | -14.3% | -9.3% |
| 3M | -24.0% | +5.2% | -29.2% | -25.2% |
| 6M | -24.4% | +35.3% | -59.8% | -30.6% |
| YTD | -34.0% | +70.3% | -104.4% | -43.4% |
| 1Y | -35.6% | +81.2% | -116.7% | -45.7% |
| 3Y | +28.7% | +66.9% | -38.3% | +5.9% |
| 5Y | +55.3% | -27.2% | +82.5% | +56.4% |
| All | +420.9% | +205.2% | +215.6% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling