-60.3%
FCEL vs TCOM
+8.5%
-68.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.9% |
| 7D | +15.1% | -10.2% | +25.2% | +18.0% |
| 30D | -16.4% | -16.8% | +0.4% | -12.7% |
| 3M | -5.3% | -16.7% | +11.4% | -1.5% |
| 6M | +124.5% | -27.1% | +151.6% | +142.3% |
| YTD | +126.7% | -45.5% | +172.2% | +166.6% |
| 1Y | +219.9% | -45.9% | +265.8% | +276.8% |
| All | -60.3% | +8.5% | -68.7% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling