-100.0%
FCEL vs TRI
+507.2%
-607.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -5.5% |
| 7D | +15.1% | -8.4% | +23.5% | +20.3% |
| 30D | -16.4% | -6.5% | -10.0% | -15.1% |
| 3M | -5.3% | +18.6% | -23.8% | -24.8% |
| 6M | +124.5% | -10.4% | +135.0% | +106.6% |
| YTD | +126.7% | -23.7% | +150.4% | +127.8% |
| 1Y | +219.9% | -42.5% | +262.3% | +300.9% |
| 3Y | -61.6% | -19.3% | -42.4% | -66.1% |
| 5Y | -90.5% | -9.7% | -80.9% | -92.3% |
| 10Y | -99.1% | +194.4% | -293.6% | -99.8% |
| All | -100.0% | +507.2% | -607.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling