-99.9%
FCEL vs TDY
+6,954.6%
-7,054.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.8% |
| 7D | +15.1% | -1.8% | +16.9% | +16.3% |
| 30D | -16.4% | -13.8% | -2.7% | -8.6% |
| 3M | -5.3% | -3.9% | -1.4% | -1.2% |
| 6M | +124.5% | -9.0% | +133.5% | +142.2% |
| YTD | +126.7% | +16.5% | +110.1% | +114.1% |
| 1Y | +219.9% | +9.3% | +210.6% | +216.7% |
| 3Y | -61.6% | +45.1% | -106.7% | -67.8% |
| 5Y | -90.5% | +35.0% | -125.5% | -91.4% |
| 10Y | -99.1% | +469.0% | -568.1% | -99.6% |
| All | -99.9% | +6,954.6% | -7,054.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling