-99.9%
FCEL vs TKO
+1,406.3%
-1,506.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -5.9% |
| 7D | +15.1% | +0.7% | +14.4% | +15.1% |
| 30D | -16.4% | +0.9% | -17.3% | -17.0% |
| 3M | -5.3% | -6.2% | +0.9% | -3.6% |
| 6M | +124.5% | -5.6% | +130.1% | +126.7% |
| YTD | +126.7% | -7.8% | +134.5% | +130.2% |
| 1Y | +219.9% | -1.2% | +221.1% | +216.6% |
| 3Y | -61.6% | +106.5% | -168.2% | -72.4% |
| 5Y | -90.5% | +310.4% | -400.9% | -94.8% |
| 10Y | -99.1% | +987.5% | -1,086.7% | -99.7% |
| All | -99.9% | +1,406.3% | -1,506.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling