+64.4%
FCEL vs TXG
+21.5%
+43.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.7% | +14.1% | +16.4% |
| 7D | +4.0% | +9.4% | -5.4% | -0.6% |
| 30D | -13.1% | +26.1% | -39.2% | -24.4% |
| 3M | +14.6% | +124.8% | -110.2% | -25.1% |
| 6M | +133.7% | +215.2% | -81.5% | +23.5% |
| YTD | +143.0% | +302.2% | -159.3% | +11.3% |
| 1Y | +320.9% | +370.9% | -50.1% | +68.5% |
| 3Y | -58.9% | +38.5% | -97.4% | -70.5% |
| 5Y | -89.7% | -64.4% | -25.3% | -86.9% |
| All | +64.4% | +21.5% | +43.0% | +61.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling