+16.4%
FSLR vs TW
+21.9%
-5.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.2% |
| 7D | +6.8% | -3.5% | +10.3% | +6.7% |
| 30D | -14.7% | +0.5% | -15.2% | -14.7% |
| 3M | -22.6% | +4.9% | -27.5% | -22.6% |
| 6M | +12.7% | -17.1% | +29.8% | +13.9% |
| YTD | -18.4% | -3.9% | -14.5% | -18.4% |
| 1Y | +4.9% | -13.3% | +18.2% | +5.8% |
| 3Y | +16.4% | +20.9% | -4.5% | +12.2% |
| All | +16.4% | +21.9% | -5.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling