+79.1%
FSLR vs TOST
-46.9%
+125.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.2% |
| 7D | -14.8% | 0.0% | -14.8% | -14.8% |
| 30D | -4.3% | +16.2% | -20.5% | -7.2% |
| 3M | -23.4% | -1.5% | -21.8% | -23.3% |
| 6M | -26.9% | +55.3% | -82.3% | -33.8% |
| YTD | -34.4% | -2.3% | -32.1% | -35.5% |
| 1Y | -33.2% | -5.5% | -27.7% | -33.8% |
| 3Y | +28.1% | +151.1% | -123.1% | -2.1% |
| 5Y | +54.5% | -27.9% | +82.5% | +33.9% |
| All | +79.1% | -46.9% | +125.9% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling