-63.8%
TTD vs FSLR
-33.8%
-30.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.5% |
| 7D | +20.8% | -8.4% | +29.2% | +20.1% |
| 30D | +33.8% | -0.9% | +34.7% | +33.4% |
| 3M | +17.8% | -26.1% | +43.9% | +15.0% |
| 6M | -25.7% | -23.6% | -2.1% | -26.9% |
| YTD | -57.9% | -31.8% | -26.1% | -57.4% |
| 1Y | -63.8% | -32.6% | -31.3% | -63.5% |
| All | -63.8% | -33.8% | -30.1% | -63.5% |
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 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