+674.5%
FSLR vs TRMB
+350.4%
+324.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.3% |
| 7D | +5.3% | -17.0% | +22.2% | +13.9% |
| 30D | +7.8% | -9.0% | +16.8% | +11.1% |
| 3M | -23.4% | -8.1% | -15.3% | -21.3% |
| 6M | -12.9% | -10.1% | -2.8% | -10.4% |
| YTD | -26.7% | -30.2% | +3.6% | -15.0% |
| 1Y | -28.4% | -30.7% | +2.3% | -16.6% |
| 3Y | +44.6% | +32.6% | +12.0% | +13.8% |
| 5Y | +67.9% | -38.1% | +106.1% | +91.2% |
| 10Y | +496.9% | +98.9% | +398.0% | +226.5% |
| All | +674.5% | +350.4% | +324.1% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling