-61.9%
FCEL vs TDY
+46.9%
-108.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +0.5% |
| 7D | +6.3% | -1.1% | +7.4% | +7.6% |
| 30D | -26.7% | -12.0% | -14.6% | -14.8% |
| 3M | -10.2% | -3.2% | -7.0% | -3.7% |
| 6M | +123.5% | -7.9% | +131.4% | +151.9% |
| YTD | +117.4% | +18.2% | +99.2% | +99.6% |
| 1Y | +146.0% | +6.7% | +139.3% | +146.1% |
| 3Y | -61.9% | +47.5% | -109.4% | -74.9% |
| All | -61.9% | +46.9% | -108.8% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling