+266.7%
FSLR vs TW
+211.2%
+55.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | -15.1% | -0.6% | -14.5% | -15.1% |
| 3M | -22.5% | +3.4% | -25.9% | -23.9% |
| 6M | +4.0% | -18.4% | +22.4% | +8.9% |
| YTD | -22.3% | -3.9% | -18.3% | -23.0% |
| 1Y | 0.0% | -13.3% | +13.3% | +2.3% |
| 3Y | +10.9% | +20.8% | -10.0% | -3.1% |
| 5Y | +105.4% | +20.3% | +85.1% | +76.3% |
| All | +266.7% | +211.2% | +55.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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