-84.3%
FCEL vs TSLQ
-97.3%
+12.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -8.0% | +26.8% | +16.8% |
| 7D | +4.0% | -8.6% | +12.5% | +2.2% |
| 30D | -13.1% | -24.9% | +11.8% | -18.3% |
| 3M | +14.6% | -1.5% | +16.1% | +21.6% |
| 6M | +133.7% | -18.1% | +151.8% | +146.6% |
| YTD | +143.0% | -0.1% | +143.1% | +172.5% |
| 1Y | +320.9% | -51.4% | +372.2% | +331.5% |
| 3Y | -58.9% | -95.9% | +37.0% | -67.0% |
| All | -84.3% | -97.3% | +12.9% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling