-44.8%
TOST vs FCEL
-94.3%
+49.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | 0.0% |
| 7D | +3.0% | -8.3% | +11.2% | +3.8% |
| 30D | +10.3% | -43.0% | +53.2% | +19.0% |
| 3M | -3.3% | -48.2% | +44.9% | +3.9% |
| 6M | +37.8% | -25.0% | +62.8% | +26.1% |
| YTD | -2.8% | +40.6% | -43.4% | -26.8% |
| 1Y | -9.6% | +36.0% | -45.6% | -32.4% |
| 3Y | +144.6% | -66.7% | +211.4% | +112.5% |
| 5Y | -31.0% | -96.7% | +65.7% | +18.3% |
| All | -44.8% | -94.3% | +49.5% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling