+34.3%
TRV vs FSLR
+1.0%
+33.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | -3.4% | -13.7% | +10.2% | -4.3% |
| 3M | +26.4% | -35.1% | +61.5% | +23.8% |
| 6M | +19.3% | +3.6% | +15.7% | +18.6% |
| YTD | +28.3% | -21.7% | +50.1% | +26.4% |
| 1Y | +34.3% | +1.3% | +33.0% | +37.6% |
| All | +34.3% | +1.0% | +33.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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