+24.5%
TMO vs FSLR
+2.3%
+22.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -0.6% | +2.2% | -2.9% | -0.7% |
| 30D | +1.1% | -7.8% | +9.0% | +1.3% |
| 3M | +28.3% | -22.9% | +51.2% | +29.5% |
| 6M | +23.3% | +4.4% | +18.9% | +23.2% |
| YTD | +5.5% | -20.0% | +25.4% | +7.0% |
| 1Y | +24.5% | +2.8% | +21.7% | +32.2% |
| All | +24.5% | +2.3% | +22.3% | +32.2% |
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 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