-99.2%
FCEL vs TCOM
-10.5%
-88.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.5% |
| 7D | +6.3% | -6.5% | +12.8% | +8.8% |
| 30D | -18.8% | -16.2% | -2.6% | -13.9% |
| 3M | -3.8% | -19.3% | +15.5% | +2.3% |
| 6M | +121.1% | -27.2% | +148.4% | +143.2% |
| YTD | +113.3% | -46.2% | +159.5% | +159.5% |
| 1Y | +173.5% | -46.6% | +220.1% | +233.6% |
| 3Y | -63.9% | +8.4% | -72.3% | -67.9% |
| 5Y | -90.7% | +25.8% | -116.5% | -92.8% |
| All | -99.2% | -10.5% | -88.6% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling