-84.8%
FCEL vs TW
+206.7%
-291.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +6.3% | -4.5% | +10.8% | +8.3% |
| 30D | -26.7% | -2.3% | -24.4% | -26.0% |
| 3M | -10.2% | +2.6% | -12.8% | -14.1% |
| 6M | +123.5% | -17.5% | +141.0% | +138.4% |
| YTD | +117.4% | -5.3% | +122.7% | +111.3% |
| 1Y | +146.0% | -14.8% | +160.7% | +152.7% |
| 3Y | -61.9% | +18.8% | -80.7% | -72.3% |
| 5Y | -90.5% | +20.7% | -111.2% | -93.3% |
| All | -84.8% | +206.7% | -291.5% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling