+265.7%
TSM vs FSLR
+53.9%
+211.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.6% |
| 7D | +6.2% | -14.8% | +21.0% | +9.6% |
| 30D | -7.3% | -4.3% | -3.0% | -6.6% |
| 3M | -7.1% | -23.4% | +16.3% | -2.4% |
| 6M | +0.2% | -26.9% | +27.2% | +5.9% |
| YTD | +32.2% | -34.4% | +66.6% | +41.4% |
| 1Y | +42.8% | -33.2% | +76.0% | +51.9% |
| 3Y | +330.4% | +28.1% | +302.3% | +280.9% |
| All | +265.7% | +53.9% | +211.8% | +200.6% |
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