+726.4%
FSLR vs TROW
+349.5%
+376.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | 0.0% | -1.3% | +1.3% | +0.8% |
| 30D | -13.7% | -4.5% | -9.1% | -11.3% |
| 3M | -35.1% | +3.9% | -39.0% | -36.8% |
| 6M | +3.6% | +22.6% | -18.9% | -8.6% |
| YTD | -21.7% | +10.1% | -31.9% | -27.0% |
| 1Y | +1.3% | +3.6% | -2.3% | -2.3% |
| 3Y | +9.7% | +12.4% | -2.7% | -0.8% |
| 5Y | +117.4% | -37.5% | +154.9% | +164.9% |
| 10Y | +435.5% | +130.0% | +305.5% | +168.9% |
| All | +726.4% | +349.5% | +376.9% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling