-62.6%
FCEL vs TSLQ
-95.5%
+32.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.3% | -5.4% |
| 7D | +6.3% | +5.7% | +0.6% | +8.0% |
| 30D | -18.8% | -21.1% | +2.3% | -22.0% |
| 3M | -3.8% | -11.5% | +7.7% | -0.8% |
| 6M | +121.1% | -14.9% | +136.0% | +133.7% |
| YTD | +113.3% | +2.4% | +110.8% | +135.8% |
| 1Y | +173.5% | -49.8% | +223.3% | +184.8% |
| All | -62.6% | -95.5% | +32.9% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling