+110.2%
FSLR vs TOST
-46.9%
+157.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | +15.3% | +9.4% | +5.9% | +13.3% |
| 30D | +11.7% | +13.5% | -1.8% | +8.8% |
| 3M | -17.6% | -0.1% | -17.5% | -17.8% |
| 6M | -7.7% | +22.5% | -30.2% | -12.6% |
| YTD | -23.0% | -2.4% | -20.6% | -24.3% |
| 1Y | -26.0% | -4.7% | -21.3% | -26.9% |
| 3Y | +36.9% | +103.2% | -66.4% | +9.5% |
| 5Y | +72.9% | -41.2% | +114.2% | +53.6% |
| All | +110.2% | -46.9% | +157.0% | +88.7% |
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