-61.9%
FCEL vs TPG
+81.8%
-143.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.0% |
| 7D | +6.3% | -9.4% | +15.7% | +12.4% |
| 30D | -26.7% | -5.3% | -21.4% | -25.2% |
| 3M | -10.2% | +12.9% | -23.1% | -18.6% |
| 6M | +123.5% | +20.1% | +103.4% | +94.4% |
| YTD | +117.4% | -22.5% | +139.9% | +147.4% |
| 1Y | +146.0% | -19.7% | +165.7% | +173.7% |
| 3Y | -61.9% | +81.2% | -143.1% | -83.9% |
| All | -61.9% | +81.8% | -143.7% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling