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  • TJX vs FSLR✓SelectedUSD · FSLRTJX vs FSLR performance historyLatest closeAs of-2.39%09/08
Stock and ETF performance explorer

TJX vs FSLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,192.5%
FSLR return
+770.4%
Excess return
+1,422.1%
Maximum drawdown
-50.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFSLRExcessAlpha
1D-2.4%+4.3%-6.7%-2.9%
7D-3.3%+6.8%-10.1%-4.0%
30D-19.9%-14.7%-5.1%-18.5%
3M-19.0%-22.6%+3.5%-17.1%
6M-18.6%+12.7%-31.3%-20.3%
YTD-15.3%-18.4%+3.1%-14.5%
1Y-7.3%+4.9%-12.3%-9.5%
3Y+46.6%+16.4%+30.2%+36.1%
5Y+98.5%+123.5%-25.0%+65.6%
10Y+289.1%+454.3%-165.3%+176.6%
All+2,192.5%+770.4%+1,422.1%+1,349.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling