-10.4%
TSCO vs FSLR
+108.2%
-118.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.7% | +2.2% | -7.9% | -5.9% |
| 30D | -8.8% | -7.8% | -0.9% | -8.1% |
| 3M | +6.3% | -22.9% | +29.2% | +8.8% |
| 6M | -32.3% | +4.4% | -36.7% | -33.2% |
| YTD | -32.7% | -20.0% | -12.7% | -32.0% |
| 1Y | -43.7% | +2.8% | -46.5% | -44.6% |
| 3Y | -19.7% | +16.5% | -36.2% | -25.7% |
| All | -10.4% | +108.2% | -118.6% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling