-45.4%
FCEL vs TLN
+4.0%
-49.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.2% | +1.4% | +1.3% |
| 7D | +3.0% | +9.1% | -6.0% | -5.6% |
| 30D | -40.0% | -4.1% | -35.9% | -38.0% |
| All | -45.4% | +4.0% | -49.5% | -48.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling