+13.2%
FSLR vs TNA
+105.9%
-92.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.6% | -3.4% |
| 7D | +0.2% | -3.6% | +3.8% | +1.4% |
| 30D | -15.1% | -10.1% | -5.1% | -12.3% |
| 3M | -22.5% | +2.7% | -25.2% | -23.0% |
| 6M | +4.0% | +38.4% | -34.5% | -5.7% |
| YTD | -22.3% | +45.4% | -67.7% | -31.4% |
| 1Y | 0.0% | +55.9% | -55.9% | -14.0% |
| All | +13.2% | +105.9% | -92.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling