-86.0%
FCEL vs TSLQ
-97.2%
+11.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.7% |
| 7D | +6.3% | -6.6% | +12.9% | +4.9% |
| 30D | -26.7% | -24.3% | -2.4% | -30.8% |
| 3M | -10.2% | -3.6% | -6.6% | -5.3% |
| 6M | +123.5% | -12.0% | +135.4% | +139.9% |
| YTD | +117.4% | +1.4% | +116.0% | +144.9% |
| 1Y | +146.0% | -43.6% | +189.5% | +159.0% |
| 3Y | -61.9% | -95.4% | +33.5% | -67.4% |
| All | -86.0% | -97.2% | +11.2% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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