-9.4%
TJX vs FSLR
+2.3%
-11.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | -17.2% | -7.8% | -9.3% | -17.1% |
| 3M | -24.9% | -22.9% | -2.0% | -24.6% |
| 6M | -19.7% | +4.4% | -24.1% | -20.5% |
| YTD | -17.2% | -20.0% | +2.8% | -17.7% |
| 1Y | -9.4% | +2.8% | -12.2% | -8.7% |
| All | -9.4% | +2.3% | -11.7% | -8.7% |
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