+453.5%
FSLR vs TTMI
+1,087.8%
-634.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | -0.1% | +6.0% | -6.1% | -2.0% |
| 30D | -14.0% | -6.4% | -7.6% | -13.1% |
| 3M | -16.9% | -28.9% | +12.0% | -9.9% |
| 6M | +4.7% | +26.9% | -22.1% | -6.2% |
| YTD | -20.7% | +77.3% | -98.0% | -37.6% |
| 1Y | +1.7% | +147.5% | -145.8% | -29.0% |
| 3Y | +13.1% | +847.6% | -834.6% | -50.2% |
| 5Y | +108.4% | +802.2% | -693.8% | -11.6% |
| All | +453.5% | +1,087.8% | -634.3% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling