+431.2%
FSLR vs TMF
-87.2%
+518.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -13.7% | -2.8% | -10.8% | -13.7% |
| 3M | -35.1% | -10.9% | -24.2% | -35.1% |
| 6M | +3.6% | -21.3% | +25.0% | +3.6% |
| YTD | -21.7% | -15.9% | -5.9% | -21.8% |
| 1Y | +1.3% | -15.7% | +17.0% | +1.2% |
| 3Y | +9.7% | -43.4% | +53.1% | +8.9% |
| 5Y | +117.4% | -87.8% | +205.1% | +91.7% |
| All | +431.2% | -87.2% | +518.4% | +449.6% |
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