+191.6%
FSLR vs TSLQ
-97.2%
+288.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +2.3% |
| 7D | -0.1% | +5.7% | -5.8% | +0.8% |
| 30D | -14.0% | -21.1% | +7.1% | -16.1% |
| 3M | -16.9% | -11.5% | -5.4% | -16.1% |
| 6M | +4.7% | -14.9% | +19.7% | +7.2% |
| YTD | -20.7% | +2.4% | -23.1% | -16.6% |
| 1Y | +1.7% | -49.8% | +51.4% | +0.5% |
| 3Y | +13.1% | -95.8% | +108.9% | -1.9% |
| All | +191.6% | -97.2% | +288.8% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSLQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling