+458.5%
FSLR vs TROW
+130.0%
+328.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | +2.2% | -3.2% | +5.4% | +3.9% |
| 30D | -7.8% | -4.6% | -3.2% | -5.7% |
| 3M | -22.9% | -0.7% | -22.3% | -23.1% |
| 6M | +4.4% | +22.2% | -17.8% | -5.8% |
| YTD | -20.0% | +6.6% | -26.6% | -23.2% |
| 1Y | +2.8% | +5.8% | -3.0% | -1.1% |
| 3Y | +16.5% | +11.6% | +4.9% | +7.7% |
| 5Y | +110.3% | -38.9% | +149.2% | +151.3% |
| All | +458.5% | +130.0% | +328.4% | +328.0% |
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