+322.0%
TSM vs FSLR
+32.4%
+289.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.7% |
| 7D | -7.6% | +15.3% | -22.9% | -10.4% |
| 30D | -20.5% | +11.7% | -32.2% | -22.4% |
| 3M | -10.0% | -17.6% | +7.6% | -6.7% |
| 6M | -10.1% | -7.7% | -2.3% | -9.2% |
| YTD | +24.5% | -23.0% | +47.5% | +29.1% |
| 1Y | +31.2% | -26.0% | +57.2% | +36.9% |
| 3Y | +322.0% | +36.9% | +285.1% | +282.4% |
| All | +322.0% | +32.4% | +289.6% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling