+726.4%
FSLR vs TSEM
+656.3%
+70.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.3% | -3.2% |
| 7D | 0.0% | +6.9% | -6.9% | -1.6% |
| 30D | -13.7% | +5.3% | -19.0% | -15.2% |
| 3M | -35.1% | -14.9% | -20.2% | -33.8% |
| 6M | +3.6% | +80.0% | -76.4% | -12.3% |
| YTD | -21.7% | +89.4% | -111.1% | -35.1% |
| 1Y | +1.3% | +253.1% | -251.8% | -27.4% |
| 3Y | +9.7% | +642.1% | -632.4% | -34.8% |
| 5Y | +117.4% | +659.1% | -541.7% | +26.4% |
| 10Y | +435.5% | +1,291.4% | -855.9% | +168.8% |
| All | +726.4% | +656.3% | +70.1% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling