+1,753.6%
TSM vs FSLR
+464.5%
+1,289.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -2.0% | +1.4% |
| 7D | +6.0% | +6.8% | -0.8% | +4.5% |
| 30D | +4.5% | -14.7% | +19.2% | +8.1% |
| 3M | +3.1% | -22.6% | +25.7% | +8.7% |
| 6M | +30.2% | +12.7% | +17.5% | +26.0% |
| YTD | +45.2% | -18.4% | +63.6% | +49.4% |
| 1Y | +79.6% | +4.9% | +74.6% | +74.0% |
| 3Y | +411.0% | +16.4% | +394.6% | +356.1% |
| 5Y | +290.7% | +123.5% | +167.3% | +183.8% |
| 10Y | +1,753.6% | +454.3% | +1,299.3% | +953.4% |
| All | +1,753.6% | +464.5% | +1,289.1% | +953.4% |
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