-17.1%
FSLR vs TLN
+710.8%
-727.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.1% |
| 7D | -14.8% | +11.0% | -25.8% | -16.9% |
| 30D | -4.3% | +4.9% | -9.2% | -5.9% |
| 3M | -23.4% | +4.9% | -28.3% | -25.1% |
| 6M | -26.9% | +7.1% | -34.1% | -29.0% |
| YTD | -34.4% | +0.3% | -34.7% | -36.3% |
| 1Y | -33.2% | +5.9% | -39.1% | -35.9% |
| 3Y | +28.1% | +578.5% | -550.4% | -30.1% |
| All | -17.1% | +710.8% | -727.9% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling