-17.3%
TT vs FCEL
-26.8%
+9.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.5% | -9.2% | +1.7% |
| 7D | -2.0% | -11.2% | +9.2% | -1.5% |
| 30D | -14.0% | -45.8% | +31.8% | -11.8% |
| 3M | -15.9% | -51.0% | +35.1% | -13.7% |
| 6M | -17.3% | -22.2% | +4.9% | -17.8% |
| All | -17.3% | -26.8% | +9.4% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling