+495.8%
FSLR vs TYL
+168.7%
+327.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.5% |
| 7D | +15.3% | +6.7% | +8.7% | +13.0% |
| 30D | +11.7% | +26.5% | -14.9% | +3.1% |
| 3M | -17.6% | +37.3% | -54.9% | -26.3% |
| 6M | -7.7% | +31.2% | -38.9% | -17.8% |
| YTD | -23.0% | -7.4% | -15.6% | -22.6% |
| 1Y | -26.0% | -9.6% | -16.5% | -25.0% |
| 3Y | +36.9% | +1.9% | +35.0% | +25.4% |
| 5Y | +72.9% | -21.1% | +94.0% | +75.1% |
| All | +495.8% | +168.7% | +327.1% | +222.2% |
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