+466.4%
FSLR vs TSN
+12.5%
+453.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.7% |
| 7D | -2.6% | +5.8% | -8.5% | -3.8% |
| 30D | +1.8% | +12.8% | -11.1% | -0.7% |
| 3M | -24.4% | +6.5% | -30.8% | -25.5% |
| 6M | -17.7% | -10.3% | -7.5% | -16.3% |
| YTD | -30.7% | +5.5% | -36.3% | -32.4% |
| 1Y | -33.6% | +15.8% | -49.4% | -36.6% |
| 3Y | +35.1% | +42.5% | -7.4% | +19.8% |
| 5Y | +63.1% | -14.3% | +77.4% | +63.1% |
| 10Y | +466.4% | +18.2% | +448.2% | +391.1% |
| All | +466.4% | +12.5% | +453.9% | +391.1% |
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