+420.9%
FSLR vs TSN
+15.3%
+405.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | -12.0% | -1.4% | -10.6% | -11.7% |
| 30D | -7.7% | +10.2% | -17.8% | -9.5% |
| 3M | -24.0% | +7.2% | -31.2% | -25.2% |
| 6M | -24.4% | -10.6% | -13.9% | -23.1% |
| YTD | -34.0% | +3.7% | -37.8% | -35.4% |
| 1Y | -35.6% | +13.5% | -49.1% | -38.2% |
| 3Y | +28.7% | +40.1% | -11.4% | +14.5% |
| 5Y | +55.3% | -14.5% | +69.8% | +55.1% |
| All | +420.9% | +15.3% | +405.5% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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