-80.6%
TTD vs FCEL
-90.2%
+9.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +18.8% | -21.6% | -6.2% |
| 7D | +1.7% | +4.0% | -2.2% | +0.2% |
| 30D | +1.6% | -13.1% | +14.7% | +2.5% |
| 3M | -27.8% | +14.6% | -42.4% | -35.6% |
| 6M | -52.1% | +133.7% | -185.8% | -66.9% |
| YTD | -63.1% | +143.0% | -206.0% | -75.3% |
| 1Y | -73.1% | +320.9% | -393.9% | -85.7% |
| 3Y | -83.3% | -58.9% | -24.4% | -85.7% |
| 5Y | -80.6% | -89.7% | +9.0% | -66.5% |
| All | -80.6% | -90.2% | +9.6% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling