+873.0%
TTMI vs FCEL
-61.1%
+934.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.7% | +2.8% | -3.0% |
| 7D | +7.5% | +15.1% | -7.6% | +5.2% |
| 30D | -4.5% | -16.4% | +12.0% | -2.5% |
| 3M | -28.5% | -5.3% | -23.3% | -29.4% |
| 6M | +28.4% | +124.5% | -96.2% | +10.2% |
| YTD | +80.1% | +126.7% | -46.6% | +53.1% |
| 1Y | +161.0% | +219.9% | -58.9% | +111.4% |
| All | +873.0% | -61.1% | +934.1% | +828.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling