+527.9%
TTD vs FCEL
-99.0%
+626.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +3.0% |
| 7D | +20.8% | +3.9% | +16.9% | +20.2% |
| 30D | +33.8% | -33.1% | +66.9% | +38.4% |
| 3M | +17.8% | -43.0% | +60.8% | +22.0% |
| 6M | -25.7% | -31.3% | +5.6% | -28.1% |
| YTD | -57.9% | +49.8% | -107.7% | -63.4% |
| 1Y | -63.8% | +48.2% | -112.0% | -68.8% |
| 3Y | -75.0% | -64.6% | -10.5% | -77.3% |
| 5Y | -82.5% | -96.7% | +14.2% | -80.5% |
| 10Y | +527.9% | -99.0% | +626.9% | +672.5% |
| All | +527.9% | -99.0% | +626.9% | +672.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling