+418.1%
FSLR vs TRI
+225.2%
+192.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -14.8% | -2.9% | -11.9% | -14.2% |
| 30D | -4.3% | +3.7% | -8.0% | -5.7% |
| 3M | -23.4% | +3.7% | -27.1% | -24.9% |
| 6M | -26.9% | +35.1% | -62.1% | -34.6% |
| YTD | -34.4% | -14.0% | -20.4% | -31.7% |
| 1Y | -33.2% | -19.0% | -14.3% | -28.5% |
| 3Y | +28.1% | -12.0% | +40.0% | +26.3% |
| 5Y | +54.5% | +0.6% | +53.9% | +39.6% |
| All | +418.1% | +225.2% | +192.9% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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