+1.3%
FSLR vs TOST
-20.0%
+21.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | 0.0% | -3.4% | +3.4% | -0.1% |
| 30D | -13.7% | -2.4% | -11.2% | -13.7% |
| 3M | -35.1% | +34.6% | -69.7% | -34.8% |
| 6M | +3.6% | +15.2% | -11.6% | +4.2% |
| YTD | -21.7% | -4.4% | -17.3% | -17.0% |
| 1Y | +1.3% | -17.4% | +18.7% | +7.4% |
| All | +1.3% | -20.0% | +21.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling