+56.7%
TOST vs FCEL
-65.9%
+122.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -3.4% | -15.8% | +12.4% | -2.4% |
| 30D | -2.4% | -29.3% | +26.8% | -0.6% |
| 3M | +34.6% | -30.1% | +64.8% | +34.4% |
| 6M | +15.2% | +74.4% | -59.2% | +3.1% |
| YTD | -4.4% | +104.5% | -108.9% | -16.6% |
| 1Y | -17.4% | +281.4% | -298.8% | -33.5% |
| All | +56.7% | -65.9% | +122.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling