+123.5%
FSLR vs TSN
-20.8%
+144.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.2% |
| 7D | +6.8% | -5.0% | +11.9% | +7.1% |
| 30D | -14.7% | -9.1% | -5.6% | -14.3% |
| 3M | -22.6% | -7.4% | -15.2% | -22.3% |
| 6M | +12.7% | -13.4% | +26.1% | +13.2% |
| YTD | -18.4% | -8.5% | -9.9% | -18.6% |
| 1Y | +4.9% | -3.2% | +8.1% | +3.9% |
| 3Y | +16.4% | +11.5% | +4.9% | +10.4% |
| 5Y | +123.5% | -19.5% | +143.0% | +120.5% |
| All | +123.5% | -20.8% | +144.3% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling