+726.4%
FSLR vs TRI
+344.1%
+382.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | +1.7% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -13.7% | +7.9% | -21.5% | -17.9% |
| 3M | -35.1% | +24.1% | -59.1% | -45.0% |
| 6M | +3.6% | +3.8% | -0.2% | -5.7% |
| YTD | -21.7% | -16.9% | -4.9% | -20.4% |
| 1Y | +1.3% | -38.4% | +39.7% | +26.3% |
| 3Y | +9.7% | -12.2% | +21.9% | +1.0% |
| 5Y | +117.4% | -1.8% | +119.2% | +80.9% |
| 10Y | +435.5% | +207.6% | +227.9% | +66.6% |
| All | +726.4% | +344.1% | +382.3% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling