+396.5%
TTMI vs FCEL
-99.1%
+495.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -2.4% |
| 7D | +11.4% | -2.8% | +14.2% | +11.7% |
| 30D | -28.3% | -31.6% | +3.3% | -25.8% |
| 3M | -46.7% | -52.4% | +5.8% | -43.6% |
| 6M | -56.1% | -51.4% | -4.7% | -54.3% |
| YTD | +7.4% | +32.4% | -25.1% | +3.9% |
| 1Y | +17.4% | +37.5% | -20.1% | +13.2% |
| 3Y | +429.1% | -69.3% | +498.4% | +426.9% |
| 5Y | +418.8% | -97.1% | +515.9% | +455.8% |
| All | +396.5% | -99.1% | +495.6% | +464.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling