-90.6%
FCEL vs TDY
+39.0%
-129.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +0.4% |
| 7D | +6.3% | -1.1% | +7.4% | +7.7% |
| 30D | -26.7% | -12.0% | -14.6% | -13.8% |
| 3M | -10.2% | -3.2% | -7.0% | -3.5% |
| 6M | +123.5% | -7.9% | +131.4% | +154.7% |
| YTD | +117.4% | +18.2% | +99.2% | +89.9% |
| 1Y | +146.0% | +6.7% | +139.3% | +142.6% |
| 3Y | -61.9% | +47.5% | -109.4% | -75.5% |
| All | -90.6% | +39.0% | -129.6% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling