+527.9%
TTD vs FSLR
+464.2%
+63.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.2% |
| 7D | +20.8% | -8.4% | +29.2% | +23.8% |
| 30D | +33.8% | -0.9% | +34.7% | +33.5% |
| 3M | +17.8% | -26.1% | +43.9% | +28.9% |
| 6M | -25.7% | -23.6% | -2.1% | -21.6% |
| YTD | -57.9% | -31.8% | -26.1% | -55.0% |
| 1Y | -63.8% | -32.6% | -31.3% | -61.4% |
| 3Y | -75.0% | +33.0% | -108.0% | -82.4% |
| 5Y | -82.5% | +56.8% | -139.3% | -89.7% |
| 10Y | +527.9% | +455.6% | +72.3% | +132.1% |
| All | +527.9% | +464.2% | +63.7% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling