+1,131.6%
TRV vs FSLR
+599.6%
+532.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.0% | -14.8% | +16.8% | +3.7% |
| 30D | +6.7% | -4.3% | +11.0% | +7.1% |
| 3M | +9.4% | -23.4% | +32.7% | +12.1% |
| 6M | +37.7% | -26.9% | +64.7% | +40.9% |
| YTD | +40.6% | -34.4% | +75.0% | +44.6% |
| 1Y | +42.4% | -33.2% | +75.6% | +46.0% |
| 3Y | +148.1% | +28.1% | +120.1% | +124.9% |
| 5Y | +181.7% | +54.5% | +127.2% | +140.8% |
| 10Y | +352.6% | +434.6% | -82.0% | +209.9% |
| All | +1,131.6% | +599.6% | +532.1% | +720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling