+2.8%
FSLR vs TXG
+453.6%
-450.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | +2.2% | +9.5% | -7.2% | +0.9% |
| 30D | -7.8% | +18.8% | -26.6% | -10.2% |
| 3M | -22.9% | +136.1% | -159.0% | -33.5% |
| 6M | +4.4% | +235.2% | -230.9% | -13.9% |
| YTD | -20.0% | +320.5% | -340.5% | -37.5% |
| 1Y | +2.8% | +425.2% | -422.4% | -24.5% |
| All | +2.8% | +453.6% | -450.8% | -24.5% |
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