+596.4%
FSLR vs TTMI
+515.2%
+81.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.2% |
| 7D | -12.0% | +22.6% | -34.6% | -18.4% |
| 30D | -7.7% | -34.3% | +26.6% | +1.6% |
| 3M | -24.0% | -44.8% | +20.7% | -12.8% |
| 6M | -24.4% | -53.3% | +28.9% | -10.0% |
| YTD | -34.0% | +10.6% | -44.6% | -44.6% |
| 1Y | -35.6% | +8.2% | -43.8% | -46.2% |
| 3Y | +28.7% | +435.7% | -407.0% | -42.2% |
| 5Y | +55.3% | +434.2% | -378.8% | -34.4% |
| 10Y | +437.4% | +426.4% | +11.0% | +108.0% |
| All | +596.4% | +515.2% | +81.3% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling