+37.5%
FCEL vs TLN
+1.6%
+35.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -3.7% |
| 7D | -2.8% | +11.0% | -13.8% | -9.1% |
| 30D | -31.6% | +4.9% | -36.5% | -33.2% |
| 3M | -52.4% | +4.9% | -57.3% | -53.6% |
| 6M | -51.4% | +7.1% | -58.5% | -52.4% |
| YTD | +32.4% | +0.3% | +32.1% | +24.1% |
| 1Y | +37.5% | +5.9% | +31.6% | +27.0% |
| All | +37.5% | +1.6% | +35.9% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling