+420.9%
FSLR vs TRGP
+819.3%
-398.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | -12.0% | +9.0% | -21.0% | -14.0% |
| 30D | -7.7% | +1.5% | -9.2% | -8.5% |
| 3M | -24.0% | +10.7% | -34.7% | -26.5% |
| 6M | -24.4% | +17.1% | -41.6% | -28.4% |
| YTD | -34.0% | +63.6% | -97.7% | -42.8% |
| 1Y | -35.6% | +77.0% | -112.6% | -45.3% |
| 3Y | +28.7% | +273.2% | -244.5% | -11.3% |
| 5Y | +55.3% | +508.6% | -453.3% | -6.4% |
| All | +420.9% | +819.3% | -398.4% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling