+55.3%
FSLR vs TT
+136.9%
-81.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -12.0% | +8.1% | -20.0% | -15.3% |
| 30D | -7.7% | -11.3% | +3.6% | -2.7% |
| 3M | -24.0% | -11.2% | -12.8% | -20.1% |
| 6M | -24.4% | -8.9% | -15.5% | -21.4% |
| YTD | -34.0% | +9.7% | -43.8% | -37.7% |
| 1Y | -35.6% | +1.3% | -36.8% | -36.7% |
| 3Y | +28.7% | +93.4% | -64.7% | -9.5% |
| 5Y | +55.3% | +133.5% | -78.2% | -13.4% |
| All | +55.3% | +136.9% | -81.5% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling