-29.7%
FSLR vs TPR
+31.4%
-61.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.2% | -5.3% |
| 7D | +5.3% | +12.7% | -7.4% | +2.0% |
| 30D | +7.8% | +17.1% | -9.3% | +3.4% |
| 3M | -23.4% | -15.9% | -7.5% | -19.5% |
| 6M | -12.9% | +2.6% | -15.5% | -14.0% |
| YTD | -26.7% | +7.5% | -34.1% | -29.8% |
| All | -29.7% | +31.4% | -61.2% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling