-75.3%
TTD vs FCEL
-68.7%
-6.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +6.9% | +1.6% |
| 7D | +21.3% | -2.8% | +24.1% | +21.4% |
| 30D | +28.7% | -31.6% | +60.4% | +30.1% |
| 3M | +7.7% | -52.4% | +60.1% | +9.8% |
| 6M | -23.5% | -51.4% | +27.9% | -24.0% |
| YTD | -58.7% | +32.4% | -91.1% | -62.3% |
| 1Y | -63.4% | +37.5% | -100.9% | -66.8% |
| 3Y | -75.3% | -69.3% | -6.0% | -75.9% |
| All | -75.3% | -68.7% | -6.6% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling