+116.4%
FSLR vs TYL
-25.2%
+141.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.5% |
| 7D | 0.0% | -3.7% | +3.7% | +0.9% |
| 30D | -13.7% | +18.7% | -32.4% | -17.2% |
| 3M | -35.1% | +18.1% | -53.2% | -38.2% |
| 6M | +3.6% | -1.1% | +4.8% | +3.1% |
| YTD | -21.7% | -19.8% | -1.9% | -16.5% |
| 1Y | +1.3% | -34.3% | +35.6% | +16.6% |
| 3Y | +9.7% | -8.2% | +17.9% | +3.6% |
| All | +116.4% | -25.2% | +141.6% | +133.4% |
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