+13,967.8%
TT vs FCEL
-99.8%
+14,067.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -0.2% | -15.8% | +15.6% | +0.9% |
| 30D | -7.4% | -29.3% | +21.9% | -5.3% |
| 3M | -3.2% | -30.1% | +26.9% | -2.9% |
| 6M | +1.1% | +74.4% | -73.3% | -7.3% |
| YTD | +15.6% | +104.5% | -88.9% | +4.0% |
| 1Y | +9.2% | +281.4% | -272.2% | -8.1% |
| 3Y | +124.4% | -66.1% | +190.5% | +112.7% |
| 5Y | +138.0% | -91.9% | +229.9% | +140.5% |
| 10Y | +886.4% | -99.2% | +985.6% | +814.3% |
| All | +13,967.8% | -99.8% | +14,067.6% | +11,937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling