+2.8%
FSLR vs TTWO
-12.4%
+15.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +2.2% | +0.4% | +1.9% | +2.2% |
| 30D | -7.8% | -11.3% | +3.5% | -7.4% |
| 3M | -22.9% | +1.6% | -24.5% | -22.6% |
| 6M | +4.4% | +2.1% | +2.3% | +4.2% |
| YTD | -20.0% | -15.8% | -4.1% | -16.6% |
| 1Y | +2.8% | -12.6% | +15.4% | +9.0% |
| All | +2.8% | -12.4% | +15.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling