-83.8%
FCEL vs TLN
+683.0%
-766.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.2% | +1.4% | +5.7% |
| 7D | +3.0% | +9.1% | -6.0% | 0.0% |
| 30D | -40.0% | -4.1% | -35.9% | -38.6% |
| 3M | -47.0% | +4.4% | -51.5% | -47.5% |
| 6M | -21.0% | -6.0% | -15.0% | -18.8% |
| YTD | +48.0% | -3.1% | +51.1% | +48.0% |
| 1Y | +43.9% | -6.1% | +49.9% | +44.9% |
| 3Y | -67.5% | +575.3% | -642.8% | -76.8% |
| All | -83.8% | +683.0% | -766.9% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling