+379.4%
TTD vs FCEL
-99.2%
+478.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.6% |
| 7D | +6.3% | -15.8% | +22.2% | +7.9% |
| 30D | -23.9% | -29.3% | +5.4% | -21.8% |
| 3M | -31.4% | -30.1% | -1.2% | -31.6% |
| 6M | -42.7% | +74.4% | -117.1% | -49.8% |
| YTD | -62.0% | +104.5% | -166.5% | -67.5% |
| 1Y | -72.2% | +281.4% | -353.6% | -78.4% |
| 3Y | -81.9% | -66.1% | -15.8% | -83.3% |
| 5Y | -81.5% | -91.9% | +10.3% | -80.4% |
| All | +379.4% | -99.2% | +478.6% | +494.6% |
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