+447.0%
FSLR vs TSN
-9.4%
+456.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.5% |
| 7D | +0.2% | -7.3% | +7.5% | +1.8% |
| 30D | -15.1% | -8.6% | -6.5% | -13.6% |
| 3M | -22.5% | -7.5% | -15.0% | -21.5% |
| 6M | +4.0% | -14.1% | +18.1% | +6.4% |
| YTD | -22.3% | -9.4% | -12.8% | -21.6% |
| 1Y | 0.0% | -4.1% | +4.1% | -0.8% |
| 3Y | +10.9% | +10.3% | +0.5% | +4.0% |
| 5Y | +105.4% | -19.7% | +125.1% | +106.2% |
| 10Y | +447.0% | -7.0% | +454.0% | +401.9% |
| All | +447.0% | -9.4% | +456.4% | +401.9% |
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