+123.5%
FSLR vs TTMI
+840.7%
-717.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.5% |
| 7D | +6.8% | +12.2% | -5.3% | +3.3% |
| 30D | -14.7% | -5.7% | -9.0% | -14.0% |
| 3M | -22.6% | -27.5% | +4.9% | -16.9% |
| 6M | +12.7% | +47.1% | -34.4% | -1.8% |
| YTD | -18.4% | +87.5% | -105.8% | -35.1% |
| 1Y | +4.9% | +175.2% | -170.3% | -26.3% |
| 3Y | +16.4% | +901.9% | -885.5% | -44.4% |
| 5Y | +123.5% | +843.5% | -720.0% | +4.2% |
| All | +123.5% | +840.7% | -717.3% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling