+89.1%
FSLR vs TOST
-47.1%
+136.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.4% |
| 7D | -2.6% | +3.0% | -5.6% | -3.2% |
| 30D | +1.8% | +10.3% | -8.5% | -0.3% |
| 3M | -24.4% | -3.3% | -21.1% | -24.1% |
| 6M | -17.7% | +37.8% | -55.5% | -23.6% |
| YTD | -30.7% | -2.8% | -27.9% | -31.8% |
| 1Y | -33.6% | -9.6% | -24.0% | -33.6% |
| 3Y | +35.1% | +144.6% | -109.5% | +3.9% |
| 5Y | +63.1% | -31.0% | +94.0% | +42.1% |
| All | +89.1% | -47.1% | +136.2% | +70.0% |
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