-83.3%
TTD vs FSLR
+32.4%
-115.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.5% |
| 7D | +5.2% | +15.3% | -10.1% | +3.0% |
| 30D | +6.9% | +11.7% | -4.7% | +5.2% |
| 3M | -26.8% | -17.6% | -9.2% | -25.1% |
| 6M | -46.1% | -7.7% | -38.4% | -46.4% |
| YTD | -65.9% | -23.0% | -42.9% | -65.2% |
| 1Y | -71.8% | -26.0% | -45.8% | -71.1% |
| 3Y | -83.3% | +36.9% | -120.2% | -86.7% |
| All | -83.3% | +32.4% | -115.7% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling