+15.5%
FSLR vs TTWO
+51.8%
-36.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.6% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | -14.0% | -13.4% | -0.6% | -12.3% |
| 3M | -16.9% | +3.1% | -20.0% | -17.4% |
| 6M | +4.7% | +3.8% | +1.0% | +3.4% |
| YTD | -20.7% | -15.3% | -5.4% | -18.6% |
| 1Y | +1.7% | -11.1% | +12.8% | +3.2% |
| All | +15.5% | +51.8% | -36.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling