+9.2%
TT vs FCEL
+269.1%
-260.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -0.2% | -15.8% | +15.6% | +0.3% |
| 30D | -7.4% | -29.3% | +21.9% | -6.5% |
| 3M | -3.2% | -30.1% | +26.9% | -2.9% |
| 6M | +1.1% | +74.4% | -73.3% | -2.4% |
| YTD | +15.6% | +104.5% | -88.9% | +10.0% |
| 1Y | +9.2% | +281.4% | -272.2% | +7.2% |
| All | +9.2% | +269.1% | -260.0% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling