+104.5%
FSLR vs TOST
-46.1%
+150.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +10.7% | +11.6% | -1.0% | +8.3% |
| 30D | +8.9% | +16.2% | -7.4% | +5.5% |
| 3M | -17.3% | +1.0% | -18.4% | -17.7% |
| 6M | -10.8% | +23.2% | -34.0% | -15.5% |
| 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% | +3.3% |
| 5Y | +68.3% | -40.4% | +108.7% | +49.1% |
| All | +104.5% | -46.1% | +150.7% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling