+726.4%
FSLR vs TPR
+354.0%
+372.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.9% |
| 30D | -13.7% | -23.0% | +9.3% | -5.5% |
| 3M | -35.1% | -12.5% | -22.6% | -32.4% |
| 6M | +3.6% | -21.4% | +25.1% | +12.0% |
| YTD | -21.7% | -3.5% | -18.2% | -22.5% |
| 1Y | +1.3% | +17.4% | -16.1% | -7.6% |
| 3Y | +9.7% | +291.3% | -281.5% | -39.2% |
| 5Y | +117.4% | +241.9% | -124.5% | +19.8% |
| 10Y | +435.5% | +322.7% | +112.8% | +123.1% |
| All | +726.4% | +354.0% | +372.4% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling