-72.0%
TTD vs FCEL
+32.6%
-104.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +2.9% |
| 7D | +3.7% | -14.9% | +18.5% | +3.6% |
| 30D | +10.4% | -41.7% | +52.1% | +10.2% |
| 3M | -31.6% | -53.2% | +21.6% | -31.5% |
| 6M | -45.1% | -19.0% | -26.1% | -48.7% |
| YTD | -65.1% | +44.2% | -109.3% | -69.9% |
| 1Y | -72.0% | +42.4% | -114.4% | -76.5% |
| All | -72.0% | +32.6% | -104.6% | -76.5% |
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