+44.6%
FSLR vs TSEM
+521.6%
-477.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.9% | -15.6% | -7.5% |
| 7D | +5.3% | -2.0% | +7.2% | +5.0% |
| 30D | +7.8% | -33.4% | +41.2% | +18.7% |
| 3M | -23.4% | -39.7% | +16.3% | -14.1% |
| 6M | -12.9% | -27.8% | +14.9% | -9.9% |
| YTD | -26.7% | +29.7% | -56.3% | -38.4% |
| 1Y | -28.4% | +81.1% | -109.6% | -47.0% |
| 3Y | +44.6% | +529.3% | -484.7% | -42.5% |
| All | +44.6% | +521.6% | -477.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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