+18.9%
FSLR vs TSLQ
-95.6%
+114.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.0% | +12.3% | +3.3% |
| 7D | +6.8% | -8.6% | +15.4% | +5.9% |
| 30D | -14.7% | -24.9% | +10.2% | -17.1% |
| 3M | -22.6% | -1.5% | -21.0% | -20.9% |
| 6M | +12.7% | -18.1% | +30.8% | +14.6% |
| YTD | -18.4% | -0.1% | -18.3% | -14.8% |
| 1Y | +4.9% | -51.4% | +56.3% | +3.8% |
| All | +18.9% | -95.6% | +114.5% | +18.5% |
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