+226.8%
FSLR vs TW
+291.9%
-65.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.8% |
| 7D | -2.6% | +3.1% | -5.8% | -3.4% |
| 30D | +1.8% | +16.7% | -14.9% | -2.2% |
| 3M | -24.4% | +25.2% | -49.5% | -28.9% |
| 6M | -17.7% | +19.5% | -37.2% | -22.3% |
| YTD | -30.7% | +21.0% | -51.7% | -35.4% |
| 1Y | -33.6% | +19.0% | -52.6% | -37.8% |
| 3Y | +35.1% | +40.7% | -5.6% | +14.7% |
| 5Y | +63.1% | +40.1% | +22.9% | +35.2% |
| All | +226.8% | +291.9% | -65.1% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling