-90.7%
FCEL vs TW
+19.6%
-110.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.8% |
| 7D | +6.3% | -2.7% | +9.0% | +6.8% |
| 30D | -18.8% | -1.7% | -17.1% | -18.5% |
| 3M | -3.8% | +1.6% | -5.4% | -6.5% |
| 6M | +121.1% | -17.7% | +138.8% | +131.2% |
| YTD | +113.3% | -4.3% | +117.6% | +109.0% |
| 1Y | +173.5% | -13.1% | +186.6% | +178.6% |
| 3Y | -63.9% | +20.3% | -84.2% | -74.1% |
| 5Y | -90.7% | +22.0% | -112.6% | -92.3% |
| All | -90.7% | +19.6% | -110.3% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling