-90.7%
FCEL vs TD
+122.4%
-213.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -7.0% |
| 7D | +6.3% | -2.6% | +8.8% | +9.8% |
| 30D | -18.8% | -1.0% | -17.8% | -17.7% |
| 3M | -3.8% | +5.6% | -9.4% | -9.9% |
| 6M | +121.1% | +27.1% | +94.0% | +62.2% |
| YTD | +113.3% | +29.4% | +83.9% | +53.5% |
| 1Y | +173.5% | +60.7% | +112.8% | +52.3% |
| 3Y | -63.9% | +127.6% | -191.5% | -87.0% |
| 5Y | -90.7% | +125.4% | -216.1% | -96.4% |
| All | -90.7% | +122.4% | -213.1% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling