-17.3%
TSCO vs FSLR
+9.6%
-26.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -3.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -1.1% | -15.1% | +14.0% | 0.0% |
| 3M | +14.3% | -22.5% | +36.8% | +16.1% |
| 6M | -31.9% | +4.0% | -35.8% | -32.6% |
| YTD | -30.7% | -22.3% | -8.4% | -30.1% |
| 1Y | -41.1% | 0.0% | -41.1% | -41.6% |
| All | -17.3% | +9.6% | -26.9% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling