+328.6%
TMO vs FSLR
+466.5%
-137.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -0.6% | +2.2% | -2.9% | -0.9% |
| 30D | +1.1% | -7.8% | +9.0% | +2.0% |
| 3M | +28.3% | -22.9% | +51.2% | +31.6% |
| 6M | +23.3% | +4.4% | +18.9% | +21.6% |
| YTD | +5.5% | -20.0% | +25.4% | +6.8% |
| 1Y | +24.5% | +2.8% | +21.7% | +22.0% |
| 3Y | +19.6% | +16.5% | +3.0% | +10.7% |
| 5Y | +8.1% | +110.3% | -102.1% | -10.7% |
| All | +328.6% | +466.5% | -137.9% | +197.6% |
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 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