-99.2%
FCEL vs TD
+303.5%
-402.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.9% |
| 7D | +6.3% | -2.6% | +8.8% | +9.3% |
| 30D | -18.8% | -1.0% | -17.8% | -17.8% |
| 3M | -3.8% | +5.6% | -9.4% | -9.1% |
| 6M | +121.1% | +27.1% | +94.0% | +68.5% |
| YTD | +113.3% | +29.4% | +83.9% | +59.9% |
| 1Y | +173.5% | +60.7% | +112.8% | +63.2% |
| 3Y | -63.9% | +127.6% | -191.5% | -85.4% |
| 5Y | -90.7% | +125.4% | -216.1% | -96.1% |
| All | -99.2% | +303.5% | -402.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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