+281.4%
FCEL vs TXG
+372.5%
-91.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -15.8% | +1.8% | -17.6% | -16.4% |
| 30D | -29.3% | +32.0% | -61.3% | -36.2% |
| 3M | -30.1% | +87.0% | -117.2% | -41.6% |
| 6M | +74.4% | +180.1% | -105.6% | +37.5% |
| YTD | +104.5% | +284.1% | -179.6% | +49.2% |
| 1Y | +281.4% | +361.7% | -80.3% | +163.5% |
| All | +281.4% | +372.5% | -91.1% | +163.5% |
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