+592.8%
FSLR vs TRI
+359.3%
+233.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -14.8% | -2.9% | -11.9% | -13.4% |
| 30D | -4.3% | +3.7% | -8.0% | -7.5% |
| 3M | -23.4% | +3.7% | -27.1% | -27.2% |
| 6M | -26.9% | +35.1% | -62.1% | -43.6% |
| YTD | -34.4% | -14.0% | -20.4% | -36.2% |
| 1Y | -33.2% | -19.0% | -14.3% | -32.2% |
| 3Y | +28.1% | -12.0% | +40.0% | +15.9% |
| 5Y | +54.5% | +0.6% | +53.9% | +24.1% |
| 10Y | +434.6% | +225.4% | +209.1% | +56.2% |
| All | +592.8% | +359.3% | +233.4% | +31.2% |
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