+105.4%
FSLR vs TXG
-63.6%
+169.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.3% | -5.4% |
| 7D | +0.2% | +9.1% | -8.9% | -1.9% |
| 30D | -15.1% | +14.9% | -30.0% | -18.2% |
| 3M | -22.5% | +120.0% | -142.5% | -37.4% |
| 6M | +4.0% | +221.8% | -217.9% | -24.5% |
| YTD | -22.3% | +312.6% | -334.8% | -47.9% |
| 1Y | 0.0% | +398.4% | -398.4% | -37.4% |
| 3Y | +10.9% | +42.1% | -31.2% | -10.0% |
| 5Y | +105.4% | -63.5% | +168.8% | +96.1% |
| All | +105.4% | -63.6% | +169.0% | +96.1% |
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