+3.2%
TJX vs FSLR
-24.3%
+27.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.5% | +5.0% |
| 7D | +4.6% | +10.3% | -5.7% | +4.3% |
| 30D | +7.7% | +10.4% | -2.7% | +7.4% |
| 3M | -7.8% | -20.2% | +12.3% | -7.4% |
| 6M | -5.8% | -8.0% | +2.2% | -6.8% |
| YTD | -4.9% | -25.5% | +20.7% | -5.0% |
| 1Y | +3.2% | -26.0% | +29.1% | +3.1% |
| All | +3.2% | -24.3% | +27.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling