-82.8%
TTD vs FCEL
-66.1%
-16.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.5% |
| 7D | +6.3% | -15.8% | +22.2% | +7.1% |
| 30D | -23.9% | -29.3% | +5.4% | -22.9% |
| 3M | -31.4% | -30.1% | -1.2% | -31.7% |
| 6M | -42.7% | +74.4% | -117.1% | -48.1% |
| YTD | -62.0% | +104.5% | -166.5% | -66.2% |
| 1Y | -72.2% | +281.4% | -353.6% | -77.0% |
| All | -82.8% | -66.1% | -16.7% | -82.9% |
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