+13.3%
FSLR vs TSEM
+672.8%
-659.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.3% | -3.7% |
| 7D | 0.0% | +6.9% | -6.9% | -2.1% |
| 30D | -13.7% | +5.3% | -19.0% | -15.8% |
| 3M | -35.1% | -14.9% | -20.2% | -33.6% |
| 6M | +3.6% | +80.0% | -76.4% | -17.8% |
| YTD | -21.7% | +89.4% | -111.1% | -40.0% |
| 1Y | +1.3% | +253.1% | -251.8% | -38.6% |
| All | +13.3% | +672.8% | -659.6% | -59.1% |
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