+56.1%
FSLR vs TRGP
+2,231.3%
-2,175.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -13.7% | +11.5% | -25.2% | -16.4% |
| 3M | -35.1% | +9.0% | -44.1% | -37.0% |
| 6M | +3.6% | +20.5% | -16.9% | -2.5% |
| YTD | -21.7% | +59.5% | -81.3% | -31.8% |
| 1Y | +1.3% | +77.9% | -76.6% | -14.7% |
| 3Y | +9.7% | +253.6% | -243.9% | -24.7% |
| 5Y | +117.4% | +615.5% | -498.1% | +21.5% |
| 10Y | +435.5% | +897.1% | -461.6% | +123.6% |
| All | +56.1% | +2,231.3% | -2,175.2% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling