+1.3%
FSLR vs TTMI
+171.3%
-170.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.3% | -3.8% |
| 7D | 0.0% | +5.9% | -5.9% | -1.6% |
| 30D | -13.7% | -4.3% | -9.4% | -13.3% |
| 3M | -35.1% | -32.0% | -3.0% | -29.0% |
| 6M | +3.6% | +19.5% | -15.8% | -3.2% |
| YTD | -21.7% | +82.0% | -103.8% | -36.1% |
| 1Y | +1.3% | +172.6% | -171.4% | -24.2% |
| All | +1.3% | +171.3% | -170.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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