+33.1%
FSLR vs TTMI
+454.2%
-421.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.0% | -10.5% | -3.8% |
| 7D | -8.4% | +7.2% | -15.7% | -10.8% |
| 30D | -0.9% | -28.7% | +27.8% | +5.2% |
| 3M | -26.1% | -39.8% | +13.7% | -18.8% |
| 6M | -23.6% | -51.7% | +28.1% | -11.5% |
| YTD | -31.8% | +14.1% | -45.9% | -41.9% |
| 1Y | -32.6% | +16.0% | -48.5% | -43.5% |
| All | +33.1% | +454.2% | -421.1% | -47.1% |
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