+28.1%
FSLR vs TSLQ
-97.0%
+125.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.1% |
| 7D | -14.8% | -16.8% | +2.1% | -16.6% |
| 30D | -4.3% | -18.0% | +13.7% | -6.0% |
| 3M | -23.4% | -34.5% | +11.1% | -26.1% |
| 6M | -26.9% | -8.9% | -18.0% | -25.2% |
| YTD | -34.4% | -19.0% | -15.4% | -32.8% |
| 1Y | -33.2% | -38.2% | +5.0% | -33.1% |
| 3Y | +28.1% | -96.9% | +125.0% | +23.5% |
| All | +28.1% | -97.0% | +125.1% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling