+281.4%
FCEL vs TW
-15.9%
+297.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +2.3% |
| 7D | -15.8% | -2.3% | -13.5% | -17.1% |
| 30D | -29.3% | +3.9% | -33.2% | -27.9% |
| 3M | -30.1% | +5.7% | -35.8% | -30.4% |
| 6M | +74.4% | -14.5% | +89.0% | +67.1% |
| YTD | +104.5% | -0.9% | +105.4% | +115.6% |
| 1Y | +281.4% | -13.5% | +294.9% | +286.1% |
| All | +281.4% | -15.9% | +297.3% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling