+69.5%
FSLR vs TNA
+781.2%
-711.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -14.8% | +3.7% | -18.5% | -16.2% |
| 30D | -4.3% | +4.4% | -8.7% | -6.6% |
| 3M | -23.4% | -26.7% | +3.3% | -15.7% |
| 6M | -26.9% | -12.8% | -14.1% | -24.1% |
| YTD | -34.4% | +22.7% | -57.1% | -40.5% |
| 1Y | -33.2% | +35.7% | -68.9% | -41.6% |
| 3Y | +28.1% | +134.6% | -106.5% | -17.9% |
| 5Y | +54.5% | -46.0% | +100.5% | +44.7% |
| 10Y | +434.6% | +38.0% | +396.5% | +157.5% |
| All | +69.5% | +781.2% | -711.7% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling