+102.2%
FSLR vs TNA
+1,004.3%
-902.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -13.7% | -4.9% | -8.7% | -12.3% |
| 3M | -35.1% | +0.4% | -35.5% | -35.0% |
| 6M | +3.6% | +32.5% | -28.9% | -6.4% |
| YTD | -21.7% | +53.7% | -75.5% | -33.6% |
| 1Y | +1.3% | +65.1% | -63.8% | -17.0% |
| 3Y | +9.7% | +98.4% | -88.7% | -25.0% |
| 5Y | +117.4% | -22.5% | +139.8% | +80.2% |
| 10Y | +435.5% | +82.5% | +353.0% | +133.8% |
| All | +102.2% | +1,004.3% | -902.2% | -73.6% |
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