+466.4%
FSLR vs TT
+744.7%
-278.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | -2.6% | +0.8% | -3.5% | -3.3% |
| 30D | +1.8% | -11.8% | +13.6% | +7.9% |
| 3M | -24.4% | -11.6% | -12.8% | -20.0% |
| 6M | -17.7% | -9.3% | -8.4% | -14.0% |
| YTD | -30.7% | +8.9% | -39.6% | -34.8% |
| 1Y | -33.6% | -2.2% | -31.4% | -33.9% |
| 3Y | +35.1% | +91.9% | -56.7% | -7.4% |
| 5Y | +63.1% | +136.0% | -72.9% | -2.8% |
| 10Y | +466.4% | +734.7% | -268.3% | +50.6% |
| All | +466.4% | +744.7% | -278.2% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling