-99.2%
FCEL vs TRGP
+868.8%
-967.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +6.3% | -0.6% | +6.8% | +6.6% |
| 30D | -18.8% | +10.0% | -28.8% | -22.0% |
| 3M | -3.8% | +7.6% | -11.4% | -7.8% |
| 6M | +121.1% | +26.8% | +94.3% | +97.5% |
| YTD | +113.3% | +60.6% | +52.7% | +73.0% |
| 1Y | +173.5% | +82.5% | +91.0% | +109.7% |
| 3Y | -63.9% | +265.0% | -328.9% | -80.3% |
| 5Y | -90.7% | +645.9% | -736.6% | -96.1% |
| All | -99.2% | +868.8% | -967.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling