+443.1%
TTMI vs FCEL
-100.0%
+543.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.6% |
| 7D | +5.9% | -15.8% | +21.7% | +8.2% |
| 30D | -4.3% | -29.3% | +25.0% | 0.0% |
| 3M | -32.0% | -30.1% | -1.9% | -30.6% |
| 6M | +19.5% | +74.4% | -55.0% | +4.3% |
| YTD | +82.0% | +104.5% | -22.5% | +54.0% |
| 1Y | +172.6% | +281.4% | -108.7% | +107.4% |
| 3Y | +744.7% | -66.1% | +810.8% | +696.1% |
| 5Y | +805.6% | -91.9% | +897.4% | +855.9% |
| 10Y | +1,057.6% | -99.2% | +1,156.8% | +967.5% |
| All | +443.1% | -100.0% | +543.1% | +565.5% |
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