-26.0%
FSLR vs TXG
+406.9%
-432.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.2% | +4.3% |
| 7D | +10.3% | -19.3% | +29.6% | +12.2% |
| 30D | +10.4% | -30.9% | +41.3% | +13.5% |
| 3M | -20.2% | +41.1% | -61.2% | -24.9% |
| 6M | -8.0% | +211.9% | -219.9% | -20.9% |
| YTD | -25.5% | +314.0% | -339.5% | -38.4% |
| 1Y | -26.0% | +405.4% | -431.3% | -40.5% |
| All | -26.0% | +406.9% | -432.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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