+674.5%
FSLR vs TSN
+465.3%
+209.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.1% | -4.9% |
| 7D | +5.3% | +4.9% | +0.4% | +3.3% |
| 30D | +7.8% | +12.1% | -4.3% | +3.0% |
| 3M | -23.4% | +4.1% | -27.5% | -24.8% |
| 6M | -12.9% | -10.9% | -2.0% | -10.1% |
| YTD | -26.7% | +4.8% | -31.4% | -29.5% |
| 1Y | -28.4% | +17.6% | -46.1% | -34.4% |
| 3Y | +44.6% | +43.2% | +1.4% | +18.3% |
| 5Y | +67.9% | -13.9% | +81.8% | +64.8% |
| 10Y | +496.9% | +11.8% | +485.1% | +374.5% |
| All | +674.5% | +465.3% | +209.2% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling