+16.4%
FSLR vs TXG
+31.6%
-15.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.7% | -0.4% | +3.2% |
| 7D | +6.8% | +9.4% | -2.6% | +4.7% |
| 30D | -14.7% | +26.1% | -40.8% | -19.6% |
| 3M | -22.6% | +124.8% | -147.4% | -37.4% |
| 6M | +12.7% | +215.2% | -202.5% | -16.7% |
| YTD | -18.4% | +302.2% | -320.6% | -44.3% |
| 1Y | +4.9% | +370.9% | -366.0% | -32.7% |
| 3Y | +16.4% | +38.5% | -22.1% | +5.3% |
| All | +16.4% | +31.6% | -15.3% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling