+418.1%
FSLR vs TROW
+122.3%
+295.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -14.8% | +0.5% | -15.3% | -15.0% |
| 30D | -4.3% | +9.3% | -13.6% | -8.5% |
| 3M | -23.4% | -0.9% | -22.5% | -23.1% |
| 6M | -26.9% | +8.3% | -35.3% | -30.2% |
| YTD | -34.4% | +10.6% | -45.0% | -38.3% |
| 1Y | -33.2% | +10.5% | -43.8% | -37.2% |
| 3Y | +28.1% | +36.5% | -8.5% | +7.0% |
| 5Y | +54.5% | -37.1% | +91.6% | +82.9% |
| All | +418.1% | +122.3% | +295.8% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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