+42.4%
FCEL vs TKO
+5.6%
+36.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.4% | -9.3% | -6.6% |
| 7D | -14.9% | +11.3% | -26.1% | -16.8% |
| 30D | -41.7% | +9.3% | -51.0% | -42.8% |
| 3M | -53.2% | +5.3% | -58.4% | -53.6% |
| 6M | -19.0% | +4.9% | -23.9% | -21.6% |
| YTD | +44.2% | -6.3% | +50.5% | +50.4% |
| 1Y | +42.4% | +4.9% | +37.5% | +36.0% |
| All | +42.4% | +5.6% | +36.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling