+6.9%
TMO vs FSLR
+106.8%
-99.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | -0.3% | -14.0% | +13.7% | +0.9% |
| 3M | +25.3% | -16.9% | +42.1% | +26.9% |
| 6M | +20.9% | +4.7% | +16.1% | +19.5% |
| YTD | +4.3% | -20.7% | +25.0% | +5.5% |
| 1Y | +27.0% | +1.7% | +25.4% | +25.0% |
| 3Y | +17.5% | +13.1% | +4.4% | +9.7% |
| 5Y | +6.9% | +108.4% | -101.5% | -13.8% |
| All | +6.9% | +106.8% | -99.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling