+7,888.1%
TSM vs FSLR
+734.5%
+7,153.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +3.6% | -13.7% | +17.3% | +6.4% |
| 3M | -3.4% | -35.1% | +31.7% | +4.7% |
| 6M | +20.6% | +3.6% | +17.0% | +19.1% |
| YTD | +41.9% | -21.7% | +63.6% | +46.8% |
| 1Y | +84.4% | +1.3% | +83.1% | +80.7% |
| 3Y | +380.2% | +9.7% | +370.5% | +341.4% |
| 5Y | +275.3% | +117.4% | +158.0% | +191.0% |
| 10Y | +1,751.4% | +435.5% | +1,315.9% | +1,037.3% |
| All | +7,888.1% | +734.5% | +7,153.7% | +3,707.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling