-33.6%
FSLR vs TPR
+31.0%
-64.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -2.6% | +12.1% | -14.7% | -5.5% |
| 30D | +1.8% | +16.7% | -14.9% | -2.3% |
| 3M | -24.4% | -17.4% | -7.0% | -20.0% |
| 6M | -17.7% | +2.3% | -20.0% | -18.7% |
| YTD | -30.7% | +7.1% | -37.9% | -33.6% |
| 1Y | -33.6% | +29.5% | -63.1% | -42.5% |
| All | -33.6% | +31.0% | -64.6% | -42.5% |
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