-42.8%
TSCO vs FSLR
+1.4%
-44.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -4.4% | -14.0% | +9.6% | -3.2% |
| 3M | +9.7% | -16.9% | +26.6% | +11.1% |
| 6M | -32.4% | +4.7% | -37.1% | -34.3% |
| YTD | -31.7% | -20.7% | -11.0% | -31.7% |
| All | -42.8% | +1.4% | -44.2% | -41.5% |
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 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