-65.9%
FCEL vs TLN
+476.4%
-542.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.8% | +0.7% |
| 7D | -15.8% | +7.1% | -22.9% | -17.9% |
| 30D | -29.3% | -3.9% | -25.4% | -28.5% |
| 3M | -30.1% | -16.2% | -14.0% | -25.6% |
| 6M | +74.4% | -5.8% | +80.3% | +76.8% |
| YTD | +104.5% | -15.4% | +119.9% | +112.2% |
| 1Y | +281.4% | -16.7% | +298.1% | +300.3% |
| All | -65.9% | +476.4% | -542.2% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling