+418.1%
FSLR vs TRMB
+102.3%
+315.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -14.8% | +2.8% | -17.6% | -15.9% |
| 30D | -4.3% | -5.9% | +1.6% | -3.4% |
| 3M | -23.4% | -3.3% | -20.1% | -23.5% |
| 6M | -26.9% | +1.3% | -28.3% | -29.0% |
| YTD | -34.4% | -29.0% | -5.4% | -25.8% |
| 1Y | -33.2% | -27.8% | -5.4% | -24.9% |
| 3Y | +28.1% | +36.3% | -8.2% | +1.7% |
| 5Y | +54.5% | -35.8% | +90.3% | +72.9% |
| All | +418.1% | +102.3% | +315.8% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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