-73.5%
TTD vs FSLR
-0.5%
-73.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -1.1% |
| 7D | -4.6% | +0.2% | -4.9% | -4.6% |
| 30D | +3.7% | -15.1% | +18.8% | +3.3% |
| 3M | -30.2% | -22.5% | -7.7% | -30.5% |
| 6M | -51.4% | +4.0% | -55.4% | -51.6% |
| YTD | -63.4% | -22.3% | -41.2% | -62.5% |
| 1Y | -73.5% | 0.0% | -73.5% | -75.5% |
| All | -73.5% | -0.5% | -73.0% | -75.5% |
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