+74.9%
FSLR vs TPR
+253.5%
-178.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.1% |
| 7D | +15.3% | +14.2% | +1.1% | +10.5% |
| 30D | +11.7% | +17.1% | -5.4% | +6.0% |
| 3M | -17.6% | -17.7% | +0.1% | -13.1% |
| 6M | -7.7% | -10.2% | +2.4% | -5.8% |
| YTD | -23.0% | +4.9% | -27.9% | -26.0% |
| 1Y | -26.0% | +36.1% | -62.2% | -34.9% |
| 3Y | +36.9% | +416.5% | -379.6% | -24.8% |
| All | +74.9% | +253.5% | -178.7% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling