+691.3%
FSLR vs TYL
+2,882.5%
-2,191.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | +10.7% | +15.1% | -4.4% | +4.2% |
| 30D | +8.9% | +30.1% | -21.2% | -3.1% |
| 3M | -17.3% | +40.4% | -57.7% | -29.2% |
| 6M | -10.8% | +31.3% | -42.0% | -23.3% |
| YTD | -25.1% | -5.2% | -19.9% | -27.3% |
| 1Y | -29.4% | -6.6% | -22.8% | -31.2% |
| 3Y | +28.8% | +3.4% | +25.4% | +14.7% |
| 5Y | +68.3% | -19.3% | +87.6% | +65.2% |
| 10Y | +502.7% | +178.1% | +324.6% | +199.3% |
| All | +691.3% | +2,882.5% | -2,191.2% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling