-73.5%
FCEL vs TLN
+602.5%
-675.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.8% | +16.0% | +17.9% |
| 7D | +4.0% | +10.9% | -6.9% | +0.4% |
| 30D | -13.1% | -6.3% | -6.8% | -11.2% |
| 3M | +14.6% | -10.7% | +25.3% | +19.6% |
| 6M | +133.7% | +1.6% | +132.1% | +131.5% |
| YTD | +143.0% | -13.1% | +156.0% | +150.0% |
| 1Y | +320.9% | -15.1% | +335.9% | +338.9% |
| 3Y | -58.9% | +495.0% | -553.9% | -69.7% |
| All | -73.5% | +602.5% | -675.9% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling