+36.0%
TSM vs FSLR
-24.3%
+60.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.9% | -3.4% |
| 7D | -10.0% | +10.3% | -20.3% | -12.3% |
| 30D | -18.5% | +10.4% | -29.0% | -20.7% |
| 3M | -4.9% | -20.2% | +15.3% | +0.4% |
| 6M | -1.0% | -8.0% | +7.0% | +0.9% |
| YTD | +31.3% | -25.5% | +56.8% | +37.9% |
| 1Y | +36.0% | -26.0% | +62.0% | +42.0% |
| All | +36.0% | -24.3% | +60.3% | +42.0% |
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