+91.5%
TT vs FCEL
-68.7%
+160.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.1% | -1.2% |
| 7D | +4.0% | -2.8% | +6.9% | +4.1% |
| 30D | -11.3% | -31.6% | +20.3% | -10.1% |
| 3M | -12.3% | -52.4% | +40.1% | -10.2% |
| 6M | -10.8% | -51.4% | +40.6% | -9.9% |
| YTD | +8.2% | +32.4% | -24.3% | +4.2% |
| 1Y | +1.5% | +37.5% | -36.0% | -2.6% |
| 3Y | +91.5% | -69.3% | +160.7% | +91.8% |
| All | +91.5% | -68.7% | +160.1% | +91.8% |
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