+52.6%
FSLR vs TXG
-65.2%
+117.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -14.8% | -1.8% | -13.0% | -14.6% |
| 30D | -4.3% | -20.4% | +16.1% | -0.5% |
| 3M | -23.4% | +0.1% | -23.4% | -26.1% |
| 6M | -26.9% | +176.2% | -203.1% | -46.4% |
| YTD | -34.4% | +256.8% | -291.2% | -56.2% |
| 1Y | -33.2% | +255.9% | -289.1% | -55.6% |
| 3Y | +28.1% | +60.2% | -32.2% | -2.9% |
| All | +52.6% | -65.2% | +117.8% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling