-44.4%
TOST vs FCEL
-94.0%
+49.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.6% | -8.3% | -1.0% |
| 7D | +4.0% | +3.0% | +1.0% | +3.0% |
| 30D | +11.1% | -40.0% | +51.0% | +19.0% |
| 3M | +0.8% | -47.0% | +47.9% | +8.0% |
| 6M | +38.8% | -21.0% | +59.8% | +26.0% |
| YTD | -2.1% | +48.0% | -50.1% | -26.8% |
| 1Y | -6.0% | +43.9% | -49.9% | -30.3% |
| 3Y | +149.8% | -67.5% | +217.3% | +121.8% |
| 5Y | -42.8% | -96.7% | +53.9% | -1.9% |
| All | -44.4% | -94.0% | +49.7% | -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