+418.1%
FSLR vs TMF
-82.1%
+500.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.5% |
| 7D | -14.8% | -9.3% | -5.5% | -14.7% |
| 30D | -4.3% | +1.9% | -6.2% | -4.3% |
| 3M | -23.4% | -11.2% | -12.2% | -23.4% |
| 6M | -26.9% | -17.7% | -9.2% | -26.9% |
| YTD | -34.4% | -24.5% | -9.9% | -34.4% |
| 1Y | -33.2% | -29.4% | -3.8% | -33.3% |
| 3Y | +28.1% | -33.4% | +61.5% | +28.8% |
| 5Y | +54.5% | -88.7% | +143.2% | +34.0% |
| All | +418.1% | -82.1% | +500.2% | +392.1% |
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