+42.4%
FCEL vs TPG
+0.9%
+41.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.7% | -9.6% | -7.2% |
| 7D | -14.9% | +12.5% | -27.4% | -18.5% |
| 30D | -41.7% | +12.7% | -54.4% | -44.2% |
| 3M | -53.2% | +3.5% | -56.7% | -54.4% |
| 6M | -19.0% | +14.1% | -33.2% | -25.7% |
| YTD | +44.2% | -18.5% | +62.7% | +45.8% |
| 1Y | +42.4% | -1.8% | +44.2% | +28.8% |
| All | +42.4% | +0.9% | +41.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling