+273.1%
TSM vs FSLR
+117.9%
+155.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +3.6% | -13.7% | +17.3% | +6.6% |
| 3M | -3.4% | -35.1% | +31.7% | +5.2% |
| 6M | +20.6% | +3.6% | +17.0% | +19.1% |
| YTD | +41.9% | -21.7% | +63.6% | +47.0% |
| 1Y | +84.4% | +1.3% | +83.1% | +80.7% |
| 3Y | +380.2% | +9.7% | +370.5% | +338.7% |
| All | +273.1% | +117.9% | +155.2% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling