+42.4%
FCEL vs TCOM
-39.6%
+82.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.2% | -9.1% | -5.5% |
| 7D | -14.9% | +10.7% | -25.5% | -13.5% |
| 30D | -41.7% | +10.1% | -51.7% | -40.8% |
| 3M | -53.2% | -8.9% | -44.3% | -52.8% |
| 6M | -19.0% | -19.2% | +0.1% | -15.2% |
| YTD | +44.2% | -40.6% | +84.8% | +55.9% |
| 1Y | +42.4% | -39.0% | +81.5% | +51.1% |
| All | +42.4% | -39.6% | +82.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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