-72.0%
TTD vs FSLR
-24.3%
-47.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.8% | +3.0% |
| 7D | +3.7% | +10.3% | -6.6% | +4.0% |
| 30D | +10.4% | +10.4% | 0.0% | +10.7% |
| 3M | -31.6% | -20.2% | -11.4% | -32.7% |
| 6M | -45.1% | -8.0% | -37.1% | -45.1% |
| YTD | -65.1% | -25.5% | -39.6% | -64.5% |
| 1Y | -72.0% | -26.0% | -46.0% | -71.6% |
| All | -72.0% | -24.3% | -47.7% | -71.6% |
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