-68.3%
TTD vs FCEL
+180.7%
-249.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.6% |
| 7D | -0.6% | +6.3% | -6.9% | -0.7% |
| 30D | +6.3% | -26.7% | +33.0% | +6.8% |
| 3M | -24.1% | -10.2% | -14.0% | -25.5% |
| 6M | -47.4% | +123.5% | -170.9% | -53.8% |
| YTD | -62.2% | +117.4% | -179.6% | -66.9% |
| 1Y | -68.3% | +146.0% | -214.3% | -72.2% |
| All | -68.3% | +180.7% | -249.0% | -72.2% |
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