-32.6%
FSLR vs TW
+19.9%
-52.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.4% |
| 7D | -8.4% | +2.8% | -11.3% | -7.7% |
| 30D | -0.9% | +18.1% | -18.9% | +3.7% |
| 3M | -26.1% | +25.2% | -51.3% | -21.2% |
| 6M | -23.6% | +19.1% | -42.8% | -18.8% |
| YTD | -31.8% | +21.9% | -53.7% | -25.2% |
| 1Y | -32.6% | +18.9% | -51.5% | -26.4% |
| All | -32.6% | +19.9% | -52.4% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling