-26.0%
FSLR vs TT
-7.6%
-18.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +1.7% |
| 7D | +15.3% | -2.0% | +17.3% | +16.2% |
| 30D | +11.7% | -14.0% | +25.7% | +19.4% |
| 3M | -17.6% | -15.9% | -1.7% | -11.0% |
| 6M | -7.7% | -17.3% | +9.6% | -0.2% |
| YTD | -23.0% | +4.0% | -27.0% | -22.5% |
| 1Y | -26.0% | -7.1% | -18.9% | -16.8% |
| All | -26.0% | -7.6% | -18.5% | -16.8% |
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