-26.0%
FSLR vs TMF
-23.9%
-2.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.2% | +3.9% |
| 7D | +10.3% | +4.0% | +6.4% | +9.0% |
| 30D | +10.4% | +19.5% | -9.0% | +3.7% |
| 3M | -20.2% | -3.5% | -16.6% | -19.3% |
| 6M | -8.0% | -10.6% | +2.6% | -6.2% |
| YTD | -25.5% | -17.1% | -8.5% | -24.6% |
| 1Y | -26.0% | -24.3% | -1.7% | -23.7% |
| All | -26.0% | -23.9% | -2.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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