+187.8%
FSLR vs TSLQ
-97.0%
+284.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.0% | -13.4% | +0.2% |
| 7D | 0.0% | -5.8% | +5.8% | -0.5% |
| 30D | -13.7% | -22.1% | +8.4% | -15.9% |
| 3M | -35.1% | +10.1% | -45.1% | -32.3% |
| 6M | +3.6% | -6.8% | +10.4% | +7.3% |
| YTD | -21.7% | +8.5% | -30.3% | -17.1% |
| 1Y | +1.3% | -49.7% | +51.0% | +0.2% |
| 3Y | +9.7% | -95.6% | +105.3% | -4.4% |
| All | +187.8% | -97.0% | +284.8% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling