+42.4%
FCEL vs TXG
+406.9%
-364.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.4% | -9.4% | -7.0% |
| 7D | -14.9% | -19.3% | +4.4% | -9.7% |
| 30D | -41.7% | -30.9% | -10.8% | -36.7% |
| 3M | -53.2% | +41.1% | -94.2% | -59.2% |
| 6M | -19.0% | +211.9% | -230.9% | -34.9% |
| YTD | +44.2% | +314.0% | -269.8% | +10.5% |
| 1Y | +42.4% | +405.4% | -363.0% | +9.5% |
| All | +42.4% | +406.9% | -364.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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