+28.1%
FSLR vs TRGP
+274.3%
-246.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -14.8% | +12.4% | -27.2% | -16.4% |
| 30D | -4.3% | +2.6% | -6.9% | -5.1% |
| 3M | -23.4% | +11.9% | -35.2% | -25.5% |
| 6M | -26.9% | +13.9% | -40.9% | -29.8% |
| YTD | -34.4% | +64.2% | -98.6% | -43.5% |
| 1Y | -33.2% | +78.5% | -111.7% | -43.9% |
| 3Y | +28.1% | +272.9% | -244.9% | -24.7% |
| All | +28.1% | +274.3% | -246.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling