-0.8%
TOST vs FCEL
+32.6%
-33.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +5.6% |
| 7D | +10.7% | -14.9% | +25.6% | +11.0% |
| 30D | +17.7% | -41.7% | +59.4% | +18.7% |
| 3M | +4.6% | -53.2% | +57.8% | +5.9% |
| 6M | +20.3% | -19.0% | +39.3% | +16.8% |
| YTD | -0.4% | +44.2% | -44.6% | -13.4% |
| 1Y | -0.8% | +42.4% | -43.2% | -16.4% |
| All | -0.8% | +32.6% | -33.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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