+228.5%
FSLR vs TXG
+16.0%
+212.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | 0.0% | +1.8% | -1.8% | -0.5% |
| 30D | -13.7% | +32.0% | -45.7% | -20.1% |
| 3M | -35.1% | +87.0% | -122.1% | -45.5% |
| 6M | +3.6% | +180.1% | -176.4% | -22.3% |
| YTD | -21.7% | +284.1% | -305.9% | -46.8% |
| 1Y | +1.3% | +361.7% | -360.4% | -35.5% |
| 3Y | +9.7% | +15.9% | -6.2% | -7.1% |
| 5Y | +117.4% | -66.2% | +183.5% | +129.1% |
| All | +228.5% | +16.0% | +212.5% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling