+43.5%
TJX vs FSLR
+11.8%
+31.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.2% |
| 7D | -4.4% | -0.1% | -4.2% | -4.4% |
| 30D | -18.6% | -14.0% | -4.6% | -18.2% |
| 3M | -24.4% | -16.9% | -7.5% | -23.9% |
| 6M | -20.2% | +4.7% | -25.0% | -20.8% |
| YTD | -16.9% | -20.7% | +3.8% | -16.7% |
| 1Y | -8.5% | +1.7% | -10.2% | -9.3% |
| All | +43.5% | +11.8% | +31.7% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling