+67.9%
FSLR vs TYL
-22.8%
+90.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.2% | -4.6% |
| 7D | +5.3% | +3.5% | +1.7% | +4.4% |
| 30D | +7.8% | +26.9% | -19.1% | +1.8% |
| 3M | -23.4% | +33.8% | -57.2% | -28.7% |
| 6M | -12.9% | +28.8% | -41.7% | -19.1% |
| YTD | -26.7% | -7.9% | -18.8% | -24.3% |
| 1Y | -28.4% | -9.8% | -18.6% | -25.6% |
| 3Y | +44.6% | +1.2% | +43.4% | +34.7% |
| 5Y | +67.9% | -22.8% | +90.7% | +78.0% |
| All | +67.9% | -22.8% | +90.7% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling