+1,345.5%
TMO vs FSLR
+770.4%
+575.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.3% |
| 7D | +0.4% | +6.8% | -6.4% | -0.5% |
| 30D | +1.5% | -14.7% | +16.2% | +3.6% |
| 3M | +28.5% | -22.6% | +51.1% | +32.3% |
| 6M | +20.4% | +12.7% | +7.7% | +17.2% |
| YTD | +4.3% | -18.4% | +22.6% | +5.5% |
| 1Y | +24.1% | +4.9% | +19.2% | +20.8% |
| 3Y | +17.5% | +16.4% | +1.1% | +7.9% |
| 5Y | +6.8% | +123.5% | -116.7% | -13.8% |
| 10Y | +311.9% | +454.3% | -142.4% | +171.7% |
| All | +1,345.5% | +770.4% | +575.0% | +784.5% |
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