+108.4%
FSLR vs TNA
-26.1%
+134.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.9% |
| 7D | -0.1% | -7.6% | +7.5% | +2.3% |
| 30D | -14.0% | -13.6% | -0.4% | -10.1% |
| 3M | -16.9% | +2.8% | -19.7% | -17.5% |
| 6M | +4.7% | +34.5% | -29.8% | -4.4% |
| YTD | -20.7% | +41.0% | -61.7% | -29.5% |
| 1Y | +1.7% | +52.0% | -50.4% | -12.3% |
| 3Y | +13.1% | +103.5% | -90.4% | -20.6% |
| 5Y | +108.4% | -22.5% | +130.9% | +72.2% |
| All | +108.4% | -26.1% | +134.5% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling