+67.9%
FSLR vs TSN
-13.6%
+81.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.1% | -4.8% |
| 7D | +5.3% | +4.9% | +0.4% | +4.9% |
| 30D | +7.8% | +12.1% | -4.3% | +7.0% |
| 3M | -23.4% | +4.1% | -27.5% | -23.6% |
| 6M | -12.9% | -10.9% | -2.0% | -12.2% |
| YTD | -26.7% | +4.8% | -31.4% | -27.5% |
| 1Y | -28.4% | +17.6% | -46.1% | -30.2% |
| 3Y | +44.6% | +43.2% | +1.4% | +33.4% |
| 5Y | +67.9% | -13.9% | +81.8% | +63.2% |
| All | +67.9% | -13.6% | +81.5% | +63.2% |
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 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