+726.4%
FSLR vs TKO
+2,362.5%
-1,636.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -13.7% | +1.6% | -15.3% | -14.2% |
| 3M | -35.1% | -7.8% | -27.3% | -33.7% |
| 6M | +3.6% | -13.3% | +16.9% | +7.6% |
| YTD | -21.7% | -10.3% | -11.4% | -20.0% |
| 1Y | +1.3% | -0.6% | +1.9% | 0.0% |
| 3Y | +9.7% | +88.5% | -78.8% | -14.1% |
| 5Y | +117.4% | +284.7% | -167.4% | +31.7% |
| 10Y | +435.5% | +905.7% | -470.2% | +101.9% |
| All | +726.4% | +2,362.5% | -1,636.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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