+726.4%
FSLR vs TTMI
+912.9%
-186.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.3% | -4.5% |
| 7D | 0.0% | +5.9% | -5.9% | -2.2% |
| 30D | -13.7% | -4.3% | -9.4% | -13.3% |
| 3M | -35.1% | -32.0% | -3.0% | -27.7% |
| 6M | +3.6% | +19.5% | -15.8% | -7.7% |
| YTD | -21.7% | +82.0% | -103.8% | -41.4% |
| 1Y | +1.3% | +172.6% | -171.4% | -35.5% |
| 3Y | +9.7% | +744.7% | -735.0% | -55.7% |
| 5Y | +117.4% | +805.6% | -688.2% | -19.2% |
| 10Y | +435.5% | +1,057.6% | -622.1% | +63.5% |
| All | +726.4% | +912.9% | -186.5% | +73.2% |
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 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