-1.5%
TSCO vs FSLR
+29.6%
-31.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.3% | -14.8% | +15.1% | +1.4% |
| 30D | +11.3% | -4.3% | +15.6% | +11.6% |
| 3M | +1.5% | -23.4% | +24.9% | +3.2% |
| 6M | +24.0% | -26.9% | +50.9% | +25.8% |
| YTD | -25.7% | -34.4% | +8.7% | -24.3% |
| 1Y | -33.6% | -33.2% | -0.4% | -32.4% |
| 3Y | -1.5% | +28.1% | -29.6% | -12.3% |
| All | -1.5% | +29.6% | -31.2% | -12.3% |
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