+103.2%
TOST vs FCEL
-74.5%
+177.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.5% | -12.9% | -2.0% |
| 7D | +9.4% | -11.2% | +20.7% | +9.9% |
| 30D | +13.5% | -45.8% | +59.3% | +16.8% |
| 3M | -0.1% | -51.0% | +50.8% | +2.7% |
| 6M | +22.5% | -22.2% | +44.7% | +18.2% |
| YTD | -2.4% | +36.3% | -38.6% | -12.2% |
| 1Y | -4.7% | +29.0% | -33.7% | -14.3% |
| 3Y | +103.2% | -70.9% | +174.1% | +111.4% |
| All | +103.2% | -74.5% | +177.7% | +111.4% |
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 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