+13.2%
FSLR vs TRGP
+261.7%
-248.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.5% |
| 7D | +0.2% | -0.7% | +1.0% | +0.4% |
| 30D | -15.1% | +9.5% | -24.6% | -17.0% |
| 3M | -22.5% | +10.8% | -33.4% | -24.9% |
| 6M | +4.0% | +25.3% | -21.4% | -3.3% |
| YTD | -22.3% | +60.3% | -82.5% | -32.7% |
| 1Y | 0.0% | +84.6% | -84.5% | -17.6% |
| All | +13.2% | +261.7% | -248.5% | -32.1% |
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