+36.9%
FSLR vs TMF
-69.2%
+106.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +15.3% | +1.2% | +14.1% | +15.5% |
| 30D | +11.7% | +19.7% | -8.1% | +14.5% |
| 3M | -17.6% | -2.1% | -15.5% | -17.9% |
| 6M | -7.7% | -13.4% | +5.7% | -9.7% |
| YTD | -23.0% | -16.7% | -6.3% | -24.9% |
| 1Y | -26.0% | -23.3% | -2.7% | -28.7% |
| 3Y | +36.9% | -24.8% | +61.7% | +33.8% |
| 5Y | +72.9% | -88.0% | +161.0% | +19.3% |
| 10Y | +519.3% | -84.7% | +604.0% | +407.0% |
| All | +36.9% | -69.2% | +106.1% | +85.7% |
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