+44.6%
FSLR vs TSN
+42.6%
+2.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.1% | -4.7% |
| 7D | +5.3% | +4.9% | +0.4% | +5.4% |
| 30D | +7.8% | +12.1% | -4.3% | +8.3% |
| 3M | -23.4% | +4.1% | -27.5% | -23.4% |
| 6M | -12.9% | -10.9% | -2.0% | -13.0% |
| YTD | -26.7% | +4.8% | -31.4% | -27.2% |
| 1Y | -28.4% | +17.6% | -46.1% | -29.2% |
| 3Y | +44.6% | +43.2% | +1.4% | +19.6% |
| All | +44.6% | +42.6% | +2.0% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling