-27.7%
TOST vs FCEL
-97.2%
+69.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.0% | +4.3% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | +16.2% | -31.6% | +47.8% | +21.9% |
| 3M | -1.5% | -52.4% | +50.9% | +7.6% |
| 6M | +55.3% | -51.4% | +106.7% | +55.4% |
| YTD | -2.3% | +32.4% | -34.8% | -26.6% |
| 1Y | -5.5% | +37.5% | -43.0% | -30.7% |
| 3Y | +151.1% | -69.3% | +220.4% | +121.1% |
| All | -27.7% | -97.2% | +69.5% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling