+148.1%
TRV vs FSLR
+29.6%
+118.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.0% | -14.8% | +16.8% | +1.6% |
| 30D | +6.7% | -4.3% | +11.0% | +6.6% |
| 3M | +9.4% | -23.4% | +32.7% | +8.6% |
| 6M | +37.7% | -26.9% | +64.7% | +36.6% |
| YTD | +40.6% | -34.4% | +75.0% | +39.2% |
| 1Y | +42.4% | -33.2% | +75.6% | +41.2% |
| 3Y | +148.1% | +28.1% | +120.1% | +152.5% |
| All | +148.1% | +29.6% | +118.5% | +152.5% |
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