+418.1%
FSLR vs TGT
+206.3%
+211.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -14.8% | +2.6% | -17.4% | -15.4% |
| 30D | -4.3% | +4.7% | -9.0% | -5.5% |
| 3M | -23.4% | +4.6% | -27.9% | -24.4% |
| 6M | -26.9% | +34.9% | -61.8% | -32.8% |
| YTD | -34.4% | +70.9% | -105.3% | -43.8% |
| 1Y | -33.2% | +84.4% | -117.6% | -44.0% |
| 3Y | +28.1% | +69.1% | -41.1% | +5.0% |
| 5Y | +54.5% | -26.9% | +81.4% | +55.5% |
| All | +418.1% | +206.3% | +211.8% | +273.7% |
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