+762.0%
FSLR vs TTWO
+1,118.2%
-356.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +6.8% | -1.6% | +8.4% | +7.4% |
| 30D | -14.7% | -13.5% | -1.2% | -10.3% |
| 3M | -22.6% | +0.3% | -22.9% | -23.2% |
| 6M | +12.7% | +0.8% | +11.9% | +10.7% |
| YTD | -18.4% | -16.7% | -1.7% | -14.6% |
| 1Y | +4.9% | -14.3% | +19.2% | +8.3% |
| 3Y | +16.4% | +49.4% | -33.0% | -5.0% |
| 5Y | +123.5% | +33.8% | +89.7% | +82.2% |
| 10Y | +454.3% | +392.8% | +61.5% | +139.5% |
| All | +762.0% | +1,118.2% | -356.2% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling