+138.7%
TRV vs FSLR
+9.6%
+129.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.2% |
| 7D | +0.2% | +0.2% | -0.1% | +0.2% |
| 30D | -2.3% | -15.1% | +12.8% | -2.8% |
| 3M | +22.7% | -22.5% | +45.2% | +22.0% |
| 6M | +21.9% | +4.0% | +18.0% | +21.9% |
| YTD | +27.5% | -22.3% | +49.7% | +26.8% |
| 1Y | +36.2% | 0.0% | +36.2% | +36.2% |
| All | +138.7% | +9.6% | +129.1% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling