+123.0%
TT vs FCEL
-64.7%
+187.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | 0.0% | -15.8% | +15.8% | +0.6% |
| 30D | -7.2% | -29.3% | +22.1% | -6.1% |
| 3M | -3.0% | -30.1% | +27.2% | -2.7% |
| 6M | +1.4% | +74.4% | -73.1% | -2.9% |
| YTD | +15.9% | +104.5% | -88.6% | +9.8% |
| 1Y | +9.4% | +281.4% | -272.0% | +0.3% |
| All | +123.0% | -64.7% | +187.6% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling