+713.0%
FSLR vs TPR
+393.6%
+319.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.1% |
| 7D | +15.3% | +14.2% | +1.1% | +9.6% |
| 30D | +11.7% | +17.1% | -5.4% | +4.9% |
| 3M | -17.6% | -17.7% | +0.1% | -12.5% |
| 6M | -7.7% | -10.2% | +2.4% | -5.5% |
| YTD | -23.0% | +4.9% | -27.9% | -26.5% |
| 1Y | -26.0% | +36.1% | -62.2% | -36.2% |
| 3Y | +36.9% | +416.5% | -379.6% | -32.1% |
| 5Y | +72.9% | +254.8% | -181.9% | -6.2% |
| 10Y | +519.3% | +391.7% | +127.5% | +140.8% |
| All | +713.0% | +393.6% | +319.4% | +134.5% |
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 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