-29.4%
TSCO vs FSLR
-24.3%
-5.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +3.7% |
| 7D | +15.7% | +10.3% | +5.4% | +14.4% |
| 30D | +16.4% | +10.4% | +6.0% | +15.1% |
| 3M | +11.2% | -20.2% | +31.4% | +13.4% |
| 6M | +14.9% | -8.0% | +22.9% | +12.6% |
| YTD | -25.4% | -25.5% | +0.1% | -24.7% |
| 1Y | -29.4% | -26.0% | -3.4% | -28.7% |
| All | -29.4% | -24.3% | -5.1% | -28.7% |
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