+44.6%
FSLR vs TRMB
+29.6%
+14.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.0% |
| 7D | +5.3% | -17.0% | +22.2% | +10.0% |
| 30D | +7.8% | -9.0% | +16.8% | +9.2% |
| 3M | -23.4% | -8.1% | -15.3% | -22.6% |
| 6M | -12.9% | -10.1% | -2.8% | -11.6% |
| YTD | -26.7% | -30.2% | +3.6% | -19.1% |
| 1Y | -28.4% | -30.7% | +2.3% | -20.6% |
| 3Y | +44.6% | +32.6% | +12.0% | -5.6% |
| All | +44.6% | +29.6% | +14.9% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling