+361.1%
TTD vs FCEL
-99.1%
+460.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.4% |
| 7D | -4.6% | +15.1% | -19.7% | -6.1% |
| 30D | +3.7% | -16.4% | +20.1% | +4.6% |
| 3M | -30.2% | -5.3% | -25.0% | -32.5% |
| 6M | -51.4% | +124.5% | -175.9% | -58.5% |
| YTD | -63.4% | +126.7% | -190.1% | -69.1% |
| 1Y | -73.5% | +219.9% | -293.4% | -78.9% |
| 3Y | -83.5% | -61.6% | -21.8% | -84.9% |
| 5Y | -80.9% | -90.5% | +9.6% | -80.0% |
| All | +361.1% | -99.1% | +460.2% | +465.0% |
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 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