+150.3%
FSLR vs TPG
+71.4%
+78.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.1% | +3.3% |
| 7D | -0.1% | -11.8% | +11.7% | +3.8% |
| 30D | -14.0% | -6.3% | -7.8% | -12.5% |
| 3M | -16.9% | +13.6% | -30.5% | -20.3% |
| 6M | +4.7% | +13.8% | -9.1% | -0.4% |
| YTD | -20.7% | -23.7% | +3.0% | -14.6% |
| 1Y | +1.7% | -18.2% | +19.8% | +6.5% |
| 3Y | +13.1% | +80.1% | -67.1% | -16.5% |
| All | +150.3% | +71.4% | +78.9% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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