+56.8%
FSLR vs TPR
+238.0%
-181.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -8.4% | +6.4% | -14.8% | -10.4% |
| 30D | -0.9% | +13.8% | -14.6% | -5.1% |
| 3M | -26.1% | -16.6% | -9.4% | -22.3% |
| 6M | -23.6% | +0.7% | -24.3% | -24.6% |
| YTD | -31.8% | +5.3% | -37.2% | -34.6% |
| 1Y | -32.6% | +32.4% | -64.9% | -40.1% |
| 3Y | +33.0% | +406.4% | -373.4% | -26.6% |
| 5Y | +56.8% | +227.9% | -171.1% | -8.5% |
| All | +56.8% | +238.0% | -181.2% | -8.5% |
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 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