+185.9%
FSLR vs TSLQ
-97.3%
+283.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.7% |
| 7D | +0.2% | -8.0% | +8.2% | -0.6% |
| 30D | -15.1% | -23.8% | +8.6% | -17.6% |
| 3M | -22.5% | -7.0% | -15.5% | -21.3% |
| 6M | +4.0% | -17.1% | +21.1% | +6.0% |
| YTD | -22.3% | +0.1% | -22.3% | -18.5% |
| 1Y | 0.0% | -51.2% | +51.2% | -1.5% |
| 3Y | +10.9% | -95.9% | +106.8% | -4.1% |
| All | +185.9% | -97.3% | +283.2% | +150.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling