+466.4%
FSLR vs TRMB
+96.4%
+370.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | -2.6% | -16.6% | +13.9% | +4.0% |
| 30D | +1.8% | -8.9% | +10.7% | +4.4% |
| 3M | -24.4% | -6.3% | -18.1% | -23.4% |
| 6M | -17.7% | -10.0% | -7.8% | -15.7% |
| YTD | -30.7% | -30.1% | -0.6% | -21.0% |
| 1Y | -33.6% | -31.3% | -2.3% | -23.6% |
| 3Y | +35.1% | +30.8% | +4.3% | +9.4% |
| 5Y | +63.1% | -35.9% | +99.0% | +82.4% |
| 10Y | +466.4% | +101.7% | +364.7% | +205.0% |
| All | +466.4% | +96.4% | +370.0% | +205.0% |
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