-2.2%
TT vs FCEL
+31.5%
-33.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.3% |
| 7D | +0.8% | -8.3% | +9.1% | +1.1% |
| 30D | -11.8% | -43.0% | +31.2% | -10.0% |
| 3M | -11.6% | -48.2% | +36.6% | -9.8% |
| 6M | -9.3% | -25.0% | +15.7% | -9.5% |
| YTD | +8.9% | +40.6% | -31.7% | +3.1% |
| 1Y | -2.2% | +36.0% | -38.2% | -8.2% |
| All | -2.2% | +31.5% | -33.7% | -8.2% |
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