+121.1%
FCEL vs TKO
-7.4%
+128.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.8% |
| 7D | +6.3% | +0.1% | +6.2% | +6.1% |
| 30D | -18.8% | -2.6% | -16.2% | -17.9% |
| 3M | -3.8% | -7.8% | +4.0% | -2.2% |
| 6M | +121.1% | -7.0% | +128.2% | +130.2% |
| All | +121.1% | -7.4% | +128.5% | +130.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling