+123.5%
FSLR vs TW
+22.4%
+101.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.9% |
| 7D | +6.8% | -3.5% | +10.3% | +7.5% |
| 30D | -14.7% | +0.5% | -15.2% | -14.9% |
| 3M | -22.6% | +4.9% | -27.5% | -24.0% |
| 6M | +12.7% | -17.1% | +29.8% | +17.2% |
| YTD | -18.4% | -3.9% | -14.5% | -19.0% |
| 1Y | +4.9% | -13.3% | +18.2% | +7.4% |
| 3Y | +16.4% | +20.9% | -4.5% | -1.4% |
| 5Y | +123.5% | +20.5% | +103.0% | +81.7% |
| All | +123.5% | +22.4% | +101.0% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling