-99.8%
FCEL vs TD
+7,806.2%
-7,906.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.9% | +19.7% | +19.6% |
| 7D | +4.0% | +0.9% | +3.1% | +2.8% |
| 30D | -13.1% | -0.7% | -12.4% | -12.6% |
| 3M | +14.6% | +6.3% | +8.3% | +9.6% |
| 6M | +133.7% | +27.9% | +105.8% | +91.0% |
| YTD | +143.0% | +29.8% | +113.1% | +96.9% |
| 1Y | +320.9% | +63.7% | +257.2% | +185.4% |
| 3Y | -58.9% | +128.3% | -187.2% | -78.8% |
| 5Y | -89.7% | +125.5% | -215.2% | -94.4% |
| 10Y | -99.1% | +296.7% | -395.8% | -99.7% |
| All | -99.8% | +7,806.2% | -7,906.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling