-4.5%
TT vs FCEL
+32.6%
-37.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -1.4% |
| 7D | -8.5% | -14.9% | +6.4% | -7.9% |
| 30D | -12.8% | -41.7% | +28.9% | -11.2% |
| 3M | -12.9% | -53.2% | +40.3% | -10.8% |
| 6M | -15.2% | -19.0% | +3.8% | -15.6% |
| YTD | +6.2% | +44.2% | -38.0% | +0.7% |
| 1Y | -4.5% | +42.4% | -47.0% | -10.3% |
| All | -4.5% | +32.6% | -37.1% | -10.3% |
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