+1,641.8%
TSM vs FSLR
+464.2%
+1,177.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.8% | +4.6% |
| 7D | +4.4% | -8.4% | +12.9% | +6.3% |
| 30D | -7.0% | -0.9% | -6.1% | -7.0% |
| 3M | -1.8% | -26.1% | +24.3% | +4.3% |
| 6M | +2.7% | -23.6% | +26.3% | +7.8% |
| YTD | +37.1% | -31.8% | +68.9% | +46.0% |
| 1Y | +43.5% | -32.6% | +76.0% | +53.0% |
| 3Y | +341.5% | +33.0% | +308.5% | +280.5% |
| 5Y | +278.9% | +56.8% | +222.1% | +195.9% |
| 10Y | +1,641.8% | +455.6% | +1,186.2% | +914.8% |
| All | +1,641.8% | +464.2% | +1,177.6% | +914.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling