+53.4%
FSLR vs TOST
-30.2%
+83.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | -12.0% | -4.7% | -7.3% | -11.1% |
| 30D | -7.7% | +8.5% | -16.2% | -9.3% |
| 3M | -24.0% | -1.6% | -22.4% | -24.0% |
| 6M | -24.4% | +44.1% | -68.6% | -30.6% |
| YTD | -34.0% | -5.6% | -28.4% | -34.7% |
| 1Y | -35.6% | -12.6% | -23.0% | -35.0% |
| 3Y | +28.7% | +137.6% | -108.9% | -1.6% |
| All | +53.4% | -30.2% | +83.6% | +37.5% |
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