+1.7%
FSLR vs TSLQ
-49.1%
+50.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +2.4% |
| 7D | -0.1% | +5.7% | -5.8% | +1.1% |
| 30D | -14.0% | -21.1% | +7.1% | -16.9% |
| 3M | -16.9% | -11.5% | -5.4% | -16.0% |
| 6M | +4.7% | -14.9% | +19.7% | +8.4% |
| YTD | -20.7% | +2.4% | -23.1% | -15.2% |
| 1Y | +1.7% | -49.8% | +51.4% | +9.4% |
| All | +1.7% | -49.1% | +50.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling