+455.6%
FSLR vs TYL
+185.3%
+270.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -8.4% | +0.5% | -9.0% | -8.6% |
| 30D | -0.9% | +25.2% | -26.1% | -8.2% |
| 3M | -26.1% | +31.8% | -57.8% | -33.0% |
| 6M | -23.6% | +36.3% | -59.9% | -32.8% |
| YTD | -31.8% | -6.3% | -25.6% | -31.7% |
| 1Y | -32.6% | -9.5% | -23.1% | -31.6% |
| 3Y | +33.0% | +1.6% | +31.4% | +22.3% |
| 5Y | +56.8% | -21.8% | +78.5% | +59.7% |
| 10Y | +455.6% | +183.3% | +272.3% | +201.0% |
| All | +455.6% | +185.3% | +270.3% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling