+79.6%
TSM vs FSLR
+3.4%
+76.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -2.0% | +1.3% |
| 7D | +6.0% | +6.8% | -0.8% | +4.2% |
| 30D | +4.5% | -14.7% | +19.2% | +8.7% |
| 3M | +3.1% | -22.6% | +25.7% | +9.2% |
| 6M | +30.2% | +12.7% | +17.5% | +26.8% |
| YTD | +45.2% | -18.4% | +63.6% | +49.1% |
| 1Y | +79.6% | +4.9% | +74.6% | +86.5% |
| All | +79.6% | +3.4% | +76.2% | +86.5% |
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