-75.2%
FCEL vs TLN
+589.3%
-664.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.1% |
| 7D | +15.1% | +5.8% | +9.2% | +13.1% |
| 30D | -16.4% | -6.9% | -9.6% | -14.5% |
| 3M | -5.3% | -10.9% | +5.6% | -0.8% |
| 6M | +124.5% | -4.6% | +129.1% | +127.1% |
| YTD | +126.7% | -14.7% | +141.4% | +134.9% |
| 1Y | +219.9% | -17.9% | +237.8% | +236.7% |
| 3Y | -61.6% | +483.9% | -545.5% | -71.5% |
| All | -75.2% | +589.3% | -664.5% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling