+10.7%
TTMI vs FCEL
+32.6%
-21.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.0% | -4.1% | -8.7% |
| 7D | -19.2% | -14.9% | -4.3% | -16.0% |
| 30D | -44.9% | -41.7% | -3.2% | -37.7% |
| 3M | -44.7% | -53.2% | +8.4% | -35.6% |
| 6M | -53.4% | -19.0% | -34.4% | -52.0% |
| YTD | +6.3% | +44.2% | -37.8% | -10.0% |
| 1Y | +10.7% | +42.4% | -31.7% | -10.2% |
| All | +10.7% | +32.6% | -21.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling