+219.9%
FCEL vs TLN
-18.5%
+238.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -5.6% |
| 7D | +15.1% | +5.8% | +9.2% | +11.6% |
| 30D | -16.4% | -6.9% | -9.6% | -13.0% |
| 3M | -5.3% | -10.9% | +5.6% | +2.5% |
| 6M | +124.5% | -4.6% | +129.1% | +124.5% |
| YTD | +126.7% | -14.7% | +141.4% | +133.5% |
| 1Y | +219.9% | -17.9% | +237.8% | +221.8% |
| All | +219.9% | -18.5% | +238.4% | +221.8% |
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