+146.9%
TOST vs FCEL
-64.6%
+211.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -1.5% |
| 7D | -3.6% | +3.9% | -7.5% | -3.9% |
| 30D | +8.9% | -33.1% | +42.0% | +10.8% |
| 3M | -2.2% | -43.0% | +40.7% | -0.3% |
| 6M | +41.0% | -31.3% | +72.3% | +38.0% |
| YTD | -4.0% | +49.8% | -53.8% | -14.0% |
| 1Y | -9.6% | +48.2% | -57.8% | -19.4% |
| All | +146.9% | -64.6% | +211.5% | +152.9% |
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