-26.0%
FSLR vs TT
-6.5%
-19.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.4% |
| 7D | +10.3% | -8.5% | +18.8% | +14.8% |
| 30D | +10.4% | -12.8% | +23.2% | +17.5% |
| 3M | -20.2% | -12.9% | -7.3% | -15.1% |
| 6M | -8.0% | -15.2% | +7.2% | -1.4% |
| YTD | -25.5% | +6.2% | -31.8% | -26.0% |
| 1Y | -26.0% | -4.5% | -21.4% | -16.9% |
| All | -26.0% | -6.5% | -19.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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