-69.3%
FCEL vs TCOM
+26.7%
-95.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -5.7% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -31.6% | +12.1% | -43.7% | -33.6% |
| 3M | -52.4% | -3.2% | -49.2% | -52.2% |
| 6M | -51.4% | -16.6% | -34.8% | -49.3% |
| YTD | +32.4% | -39.4% | +71.8% | +51.6% |
| 1Y | +37.5% | -41.5% | +79.0% | +59.2% |
| 3Y | -69.3% | +24.4% | -93.6% | -70.1% |
| All | -69.3% | +26.7% | -95.9% | -70.1% |
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 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