+420.9%
TTD vs FCEL
-99.5%
+520.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +6.9% | +1.9% |
| 7D | +21.3% | -2.8% | +24.1% | +21.6% |
| 30D | +28.7% | -31.6% | +60.4% | +32.9% |
| 3M | +7.7% | -52.4% | +60.1% | +13.6% |
| 6M | -23.5% | -51.4% | +27.9% | -23.2% |
| YTD | -58.7% | +32.4% | -91.1% | -63.7% |
| 1Y | -63.4% | +37.5% | -100.9% | -68.2% |
| 3Y | -75.3% | -69.3% | -6.0% | -77.2% |
| 5Y | -84.4% | -97.1% | +12.8% | -82.3% |
| 10Y | +516.1% | -99.1% | +615.2% | +691.2% |
| All | +420.9% | -99.5% | +520.4% | +564.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling