-90.6%
FCEL vs TCOM
+29.4%
-120.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +6.3% | -4.9% | +11.2% | +8.1% |
| 30D | -26.7% | -14.4% | -12.3% | -22.9% |
| 3M | -10.2% | -17.7% | +7.5% | -5.1% |
| 6M | +123.5% | -25.1% | +148.6% | +143.1% |
| YTD | +117.4% | -45.7% | +163.1% | +163.9% |
| 1Y | +146.0% | -47.9% | +193.8% | +202.7% |
| 3Y | -61.9% | +8.9% | -70.8% | -66.5% |
| All | -90.6% | +29.4% | -120.0% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling