+236.3%
FSLR vs TRU
+243.6%
-7.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -14.8% | 0.0% | -14.8% | -14.8% |
| 30D | -4.3% | +21.3% | -25.6% | -11.1% |
| 3M | -23.4% | +0.2% | -23.6% | -24.0% |
| 6M | -26.9% | +22.4% | -49.3% | -33.3% |
| YTD | -34.4% | -4.8% | -29.6% | -35.9% |
| 1Y | -33.2% | -0.2% | -33.0% | -36.0% |
| 3Y | +28.1% | +57.9% | -29.9% | -5.8% |
| 5Y | +54.5% | -26.1% | +80.7% | +54.8% |
| 10Y | +434.6% | +184.8% | +249.8% | +157.2% |
| All | +236.3% | +243.6% | -7.3% | +52.6% |
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