-61.9%
FCEL vs TKO
+102.7%
-164.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +6.3% | +2.3% | +4.0% | +5.8% |
| 30D | -26.7% | -2.5% | -24.2% | -26.1% |
| 3M | -10.2% | -10.6% | +0.4% | -7.1% |
| 6M | +123.5% | -5.1% | +128.5% | +125.3% |
| YTD | +117.4% | -8.2% | +125.6% | +121.5% |
| 1Y | +146.0% | -4.4% | +150.4% | +146.4% |
| 3Y | -61.9% | +100.4% | -162.3% | -74.6% |
| All | -61.9% | +102.7% | -164.6% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling