+16.4%
FSLR vs TTMI
+857.4%
-841.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.4% |
| 7D | +6.8% | +12.2% | -5.3% | +3.1% |
| 30D | -14.7% | -5.7% | -9.0% | -13.9% |
| 3M | -22.6% | -27.5% | +4.9% | -16.3% |
| 6M | +12.7% | +47.1% | -34.4% | -3.4% |
| YTD | -18.4% | +87.5% | -105.8% | -37.2% |
| 1Y | +4.9% | +175.2% | -170.3% | -30.6% |
| 3Y | +16.4% | +901.9% | -885.5% | -53.1% |
| All | +16.4% | +857.4% | -841.0% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling