-86.3%
FCEL vs TSLQ
-97.2%
+10.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.3% | -5.3% |
| 7D | +6.3% | +5.7% | +0.6% | +8.3% |
| 30D | -18.8% | -21.1% | +2.3% | -22.6% |
| 3M | -3.8% | -11.5% | +7.7% | -0.4% |
| 6M | +121.1% | -14.9% | +136.0% | +135.6% |
| YTD | +113.3% | +2.4% | +110.8% | +140.8% |
| 1Y | +173.5% | -49.8% | +223.3% | +182.7% |
| 3Y | -63.9% | -95.8% | +31.9% | -70.9% |
| All | -86.3% | -97.2% | +10.9% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling