+39.1%
FSLR vs TMF
-68.9%
+108.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | 0.0% | -1.4% | +1.4% | -0.2% |
| 30D | -13.7% | -2.8% | -10.8% | -14.0% |
| 3M | -35.1% | -10.9% | -24.2% | -36.1% |
| 6M | +3.6% | -21.3% | +25.0% | +0.1% |
| YTD | -21.7% | -15.9% | -5.9% | -23.5% |
| 1Y | +1.3% | -15.7% | +17.0% | -0.9% |
| 3Y | +9.7% | -43.4% | +53.1% | +2.1% |
| 5Y | +117.4% | -87.8% | +205.1% | +51.1% |
| 10Y | +435.5% | -86.7% | +522.2% | +319.2% |
| All | +39.1% | -68.9% | +108.0% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling