+893.7%
TT vs FCEL
-99.0%
+992.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -1.1% |
| 7D | +1.6% | +4.0% | -2.4% | +1.3% |
| 30D | -7.3% | -13.1% | +5.8% | -7.0% |
| 3M | -2.6% | +14.6% | -17.2% | -4.1% |
| 6M | +5.9% | +133.7% | -127.8% | +0.6% |
| YTD | +15.4% | +143.0% | -127.6% | +9.2% |
| 1Y | +8.2% | +320.9% | -312.6% | -0.4% |
| 3Y | +122.7% | -58.9% | +181.5% | +115.9% |
| 5Y | +145.0% | -89.7% | +234.6% | +143.9% |
| 10Y | +893.7% | -99.1% | +992.8% | +1,078.5% |
| All | +893.7% | -99.0% | +992.7% | +1,078.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling