+52.6%
FSLR vs TNA
-46.7%
+99.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -14.8% | +3.7% | -18.5% | -16.0% |
| 30D | -4.3% | +4.4% | -8.7% | -6.4% |
| 3M | -23.4% | -26.7% | +3.3% | -16.4% |
| 6M | -26.9% | -12.8% | -14.1% | -24.3% |
| YTD | -34.4% | +22.7% | -57.1% | -39.6% |
| 1Y | -33.2% | +35.7% | -68.9% | -40.5% |
| 3Y | +28.1% | +134.6% | -106.5% | -14.5% |
| All | +52.6% | -46.7% | +99.3% | +37.4% |
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