+379.4%
TTD vs FSLR
+499.6%
-120.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -3.9% |
| 7D | +6.3% | 0.0% | +6.3% | +6.4% |
| 30D | -23.9% | -13.7% | -10.2% | -20.4% |
| 3M | -31.4% | -35.1% | +3.7% | -21.8% |
| 6M | -42.7% | +3.6% | -46.3% | -45.7% |
| YTD | -62.0% | -21.7% | -40.3% | -60.8% |
| 1Y | -72.2% | +1.3% | -73.5% | -74.3% |
| 3Y | -81.9% | +9.7% | -91.6% | -85.8% |
| 5Y | -81.5% | +117.4% | -198.9% | -90.3% |
| All | +379.4% | +499.6% | -120.2% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling