-90.7%
FCEL vs TRI
-11.1%
-79.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.9% |
| 7D | +6.3% | -14.4% | +20.6% | +6.7% |
| 30D | -18.8% | -8.1% | -10.7% | -18.8% |
| 3M | -3.8% | +17.5% | -21.4% | -10.0% |
| 6M | +121.1% | -5.0% | +126.1% | +120.9% |
| YTD | +113.3% | -24.7% | +138.0% | +137.9% |
| 1Y | +173.5% | -41.5% | +215.0% | +259.8% |
| 3Y | -63.9% | -20.3% | -43.6% | -69.7% |
| 5Y | -90.7% | -10.9% | -79.8% | -94.3% |
| All | -90.7% | -11.1% | -79.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling