-60.3%
FCEL vs TW
+20.8%
-81.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | +15.1% | -0.5% | +15.6% | +15.0% |
| 30D | -16.4% | -0.6% | -15.8% | -16.5% |
| 3M | -5.3% | +3.4% | -8.7% | -5.3% |
| 6M | +124.5% | -18.4% | +143.0% | +117.7% |
| YTD | +126.7% | -3.9% | +130.6% | +127.9% |
| 1Y | +219.9% | -13.3% | +233.2% | +217.9% |
| All | -60.3% | +20.8% | -81.1% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling