-85.7%
FCEL vs TW
+221.1%
-306.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -15.8% | -2.3% | -13.5% | -14.7% |
| 30D | -29.3% | +3.9% | -33.2% | -30.6% |
| 3M | -30.1% | +5.7% | -35.8% | -34.0% |
| 6M | +74.4% | -14.5% | +89.0% | +83.5% |
| YTD | +104.5% | -0.9% | +105.4% | +95.0% |
| 1Y | +281.4% | -13.5% | +294.9% | +291.6% |
| 3Y | -66.1% | +25.0% | -91.1% | -75.9% |
| 5Y | -91.9% | +22.7% | -114.5% | -94.3% |
| All | -85.7% | +221.1% | -306.8% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling