+68.3%
FSLR vs TOST
-41.7%
+110.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +10.7% | +11.6% | -1.0% | +8.2% |
| 30D | +8.9% | +16.2% | -7.4% | +5.5% |
| 3M | -17.3% | +1.0% | -18.4% | -17.8% |
| 6M | -10.8% | +23.2% | -34.0% | -15.6% |
| YTD | -25.1% | -1.0% | -24.1% | -26.5% |
| 1Y | -29.4% | -9.9% | -19.5% | -29.3% |
| 3Y | +28.8% | +101.0% | -72.2% | +2.7% |
| 5Y | +68.3% | -40.4% | +108.7% | +50.3% |
| All | +68.3% | -41.7% | +110.0% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling