+496.9%
FSLR vs TMF
-83.0%
+579.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +5.3% | +0.6% | +4.7% | +5.2% |
| 30D | +7.8% | +16.3% | -8.6% | +7.7% |
| 3M | -23.4% | -2.7% | -20.7% | -23.4% |
| 6M | -12.9% | -13.2% | +0.3% | -13.0% |
| YTD | -26.7% | -16.7% | -10.0% | -26.7% |
| 1Y | -28.4% | -22.7% | -5.7% | -28.5% |
| 3Y | +44.6% | -26.1% | +70.7% | +45.3% |
| 5Y | +67.9% | -88.4% | +156.4% | +44.1% |
| 10Y | +496.9% | -81.8% | +578.7% | +482.0% |
| All | +496.9% | -83.0% | +579.9% | +482.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling