-33.6%
TSCO vs FSLR
-35.9%
+2.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | -14.8% | +15.1% | +2.0% |
| 30D | +11.3% | -4.3% | +15.6% | +11.7% |
| 3M | +1.5% | -23.4% | +24.9% | +4.0% |
| 6M | +24.0% | -26.9% | +50.9% | +25.1% |
| YTD | -25.7% | -34.4% | +8.7% | -24.1% |
| 1Y | -33.6% | -33.2% | -0.4% | -31.9% |
| All | -33.6% | -35.9% | +2.4% | -31.9% |
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