+455.6%
FSLR vs TMF
-81.8%
+537.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.4% | -3.4% | -5.1% | -8.4% |
| 30D | -0.9% | +11.5% | -12.4% | -0.9% |
| 3M | -26.1% | -4.5% | -21.6% | -26.1% |
| 6M | -23.6% | -15.0% | -8.7% | -23.7% |
| YTD | -31.8% | -19.9% | -12.0% | -31.9% |
| 1Y | -32.6% | -26.6% | -6.0% | -32.7% |
| 3Y | +33.0% | -29.8% | +62.8% | +33.6% |
| 5Y | +56.8% | -88.2% | +145.0% | +35.6% |
| 10Y | +455.6% | -81.4% | +536.9% | +432.1% |
| All | +455.6% | -81.8% | +537.3% | +432.1% |
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