+283.6%
TJX vs FSLR
+466.5%
-182.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -4.6% | +2.2% | -6.8% | -4.8% |
| 30D | -17.2% | -7.8% | -9.3% | -16.5% |
| 3M | -24.9% | -22.9% | -2.0% | -23.0% |
| 6M | -19.7% | +4.4% | -24.1% | -20.8% |
| YTD | -17.2% | -20.0% | +2.8% | -16.3% |
| 1Y | -9.4% | +2.8% | -12.2% | -11.4% |
| 3Y | +43.1% | +16.5% | +26.5% | +31.9% |
| 5Y | +96.7% | +110.3% | -13.6% | +59.3% |
| All | +283.6% | +466.5% | -182.8% | +153.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling