+1.3%
FSLR vs TMF
-15.2%
+16.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | -13.7% | -2.8% | -10.8% | -13.3% |
| 3M | -35.1% | -10.9% | -24.2% | -34.2% |
| 6M | +3.6% | -21.3% | +25.0% | +2.5% |
| YTD | -21.7% | -15.9% | -5.9% | -21.7% |
| 1Y | +1.3% | -15.7% | +17.0% | +0.3% |
| All | +1.3% | -15.2% | +16.5% | +0.3% |
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