+453.5%
FSLR vs TGT
+207.2%
+246.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -0.1% | -5.0% | +4.9% | +1.2% |
| 30D | -14.0% | +3.0% | -17.0% | -14.8% |
| 3M | -16.9% | +22.6% | -39.5% | -21.4% |
| 6M | +4.7% | +31.2% | -26.5% | -3.2% |
| YTD | -20.7% | +63.7% | -84.4% | -31.2% |
| 1Y | +1.7% | +78.5% | -76.8% | -14.1% |
| 3Y | +13.1% | +40.5% | -27.4% | -2.2% |
| 5Y | +108.4% | -25.6% | +134.0% | +108.6% |
| All | +453.5% | +207.2% | +246.3% | +278.3% |
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