+232.9%
FSLR vs TXG
+22.9%
+210.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | -0.1% | +5.0% | -5.1% | -1.3% |
| 30D | -14.0% | +13.5% | -27.5% | -16.9% |
| 3M | -16.9% | +128.0% | -144.9% | -33.7% |
| 6M | +4.7% | +224.4% | -219.7% | -24.3% |
| YTD | -20.7% | +307.0% | -327.7% | -46.9% |
| 1Y | +1.7% | +427.2% | -425.6% | -37.4% |
| 3Y | +13.1% | +40.2% | -27.1% | -8.7% |
| 5Y | +108.4% | -64.0% | +172.4% | +116.4% |
| All | +232.9% | +22.9% | +210.0% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling