-60.3%
TSLL vs FSLR
+87.7%
-147.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.6% | -22.5% | -22.2% |
| 7D | -28.9% | +10.7% | -39.6% | -32.2% |
| 30D | -21.4% | +8.9% | -30.3% | -24.6% |
| 3M | +5.0% | -17.3% | +22.3% | +13.4% |
| 6M | -36.6% | -10.8% | -25.8% | -32.7% |
| YTD | -56.6% | -25.1% | -31.6% | -51.7% |
| 1Y | -60.9% | -29.4% | -31.4% | -55.2% |
| 3Y | -25.2% | +28.8% | -54.1% | -43.6% |
| All | -60.3% | +87.7% | -147.9% | -78.8% |
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