-77.7%
FCEL vs TLN
+583.6%
-661.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +112.1% |
| 1Y | +281.4% | -16.7% | +298.1% | +300.2% |
| 3Y | -66.1% | +473.8% | -539.9% | -74.8% |
| All | -77.7% | +583.6% | -661.2% | -83.0% |
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