-99.1%
FCEL vs TDY
+479.2%
-578.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +0.8% |
| 7D | +6.3% | -1.1% | +7.4% | +7.4% |
| 30D | -26.7% | -12.0% | -14.6% | -16.8% |
| 3M | -10.2% | -3.2% | -7.0% | -5.0% |
| 6M | +123.5% | -7.9% | +131.4% | +148.5% |
| YTD | +117.4% | +18.2% | +99.2% | +95.3% |
| 1Y | +146.0% | +6.7% | +139.3% | +144.5% |
| 3Y | -61.9% | +47.5% | -109.4% | -72.2% |
| 5Y | -90.5% | +39.5% | -130.0% | -92.5% |
| All | -99.1% | +479.2% | -578.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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