-72.2%
TTD vs FCEL
+269.1%
-341.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.4% |
| 7D | +6.3% | -15.8% | +22.2% | +6.5% |
| 30D | -23.9% | -29.3% | +5.4% | -23.7% |
| 3M | -31.4% | -30.1% | -1.2% | -32.1% |
| 6M | -42.7% | +74.4% | -117.1% | -47.8% |
| YTD | -62.0% | +104.5% | -166.5% | -65.7% |
| 1Y | -72.2% | +281.4% | -353.6% | -73.0% |
| All | -72.2% | +269.1% | -341.3% | -73.0% |
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