+726.4%
FSLR vs TT
+2,494.3%
-1,767.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.2% |
| 30D | -13.7% | -7.4% | -6.3% | -9.2% |
| 3M | -35.1% | -3.2% | -31.9% | -33.7% |
| 6M | +3.6% | +1.1% | +2.5% | +2.5% |
| YTD | -21.7% | +15.6% | -37.4% | -30.1% |
| 1Y | +1.3% | +9.2% | -7.9% | -6.3% |
| 3Y | +9.7% | +124.4% | -114.7% | -40.3% |
| 5Y | +117.4% | +138.0% | -20.6% | +9.6% |
| 10Y | +435.5% | +886.4% | -450.9% | -11.4% |
| All | +726.4% | +2,494.3% | -1,767.9% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling