+269.2%
FSLR vs TW
+221.1%
+48.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -13.7% | +3.9% | -17.6% | -14.6% |
| 3M | -35.1% | +5.7% | -40.8% | -36.6% |
| 6M | +3.6% | -14.5% | +18.2% | +7.2% |
| YTD | -21.7% | -0.9% | -20.9% | -23.0% |
| 1Y | +1.3% | -13.5% | +14.8% | +3.9% |
| 3Y | +9.7% | +25.0% | -15.3% | -4.9% |
| 5Y | +117.4% | +22.7% | +94.7% | +85.8% |
| All | +269.2% | +221.1% | +48.1% | +122.5% |
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