+2.8%
FSLR vs TGT
+78.4%
-75.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.2% | -5.2% | +7.5% | +2.6% |
| 30D | -7.8% | +1.2% | -9.0% | -7.8% |
| 3M | -22.9% | +18.4% | -41.3% | -23.3% |
| 6M | +4.4% | +33.4% | -29.1% | +2.5% |
| YTD | -20.0% | +63.8% | -83.8% | -24.7% |
| 1Y | +2.8% | +77.2% | -74.4% | -7.1% |
| All | +2.8% | +78.4% | -75.6% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling