+86.1%
FSLR vs TOST
-47.7%
+133.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -8.4% | -3.6% | -4.8% | -7.8% |
| 30D | -0.9% | +8.9% | -9.8% | -2.7% |
| 3M | -26.1% | -2.2% | -23.8% | -25.9% |
| 6M | -23.6% | +41.0% | -64.6% | -29.4% |
| YTD | -31.8% | -4.0% | -27.8% | -32.7% |
| 1Y | -32.6% | -9.6% | -23.0% | -32.5% |
| 3Y | +33.0% | +141.7% | -108.7% | +2.5% |
| 5Y | +56.8% | -29.5% | +86.3% | +36.5% |
| All | +86.1% | -47.7% | +133.8% | +67.7% |
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