+28.1%
FSLR vs TROW
+37.3%
-9.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -14.8% | +0.5% | -15.3% | -15.0% |
| 30D | -4.3% | +9.3% | -13.6% | -8.7% |
| 3M | -23.4% | -0.9% | -22.5% | -23.2% |
| 6M | -26.9% | +8.3% | -35.3% | -30.6% |
| YTD | -34.4% | +10.6% | -45.0% | -38.6% |
| 1Y | -33.2% | +10.5% | -43.8% | -37.6% |
| 3Y | +28.1% | +36.5% | -8.5% | -16.1% |
| All | +28.1% | +37.3% | -9.2% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling