+158.5%
TRV vs FSLR
+106.8%
+51.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -1.8% | -14.0% | +12.2% | -1.8% |
| 3M | +21.6% | -16.9% | +38.5% | +21.6% |
| 6M | +22.5% | +4.7% | +17.7% | +22.1% |
| YTD | +28.1% | -20.7% | +48.8% | +28.1% |
| 1Y | +37.0% | +1.7% | +35.4% | +36.4% |
| 3Y | +141.9% | +13.1% | +128.8% | +137.4% |
| 5Y | +158.5% | +108.4% | +50.1% | +147.8% |
| All | +158.5% | +106.8% | +51.7% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling