+301.1%
FSLR vs TRU
+238.0%
+63.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | +0.6% |
| 7D | 0.0% | -6.8% | +6.8% | +2.4% |
| 30D | -13.7% | 0.0% | -13.7% | -13.8% |
| 3M | -35.1% | +13.3% | -48.4% | -38.6% |
| 6M | +3.6% | +3.4% | +0.2% | +0.3% |
| YTD | -21.7% | -6.4% | -15.4% | -22.7% |
| 1Y | +1.3% | -9.7% | +11.0% | +0.6% |
| 3Y | +9.7% | +0.1% | +9.6% | -2.6% |
| 5Y | +117.4% | -34.0% | +151.4% | +130.7% |
| 10Y | +435.5% | +147.9% | +287.6% | +178.9% |
| All | +301.1% | +238.0% | +63.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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