-90.6%
FCEL vs TXG
-62.8%
-27.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.2% |
| 7D | +6.3% | +9.5% | -3.2% | +1.6% |
| 30D | -26.7% | +18.8% | -45.4% | -33.8% |
| 3M | -10.2% | +136.1% | -146.3% | -43.6% |
| 6M | +123.5% | +235.2% | -111.8% | +12.5% |
| YTD | +117.4% | +320.5% | -203.2% | -4.7% |
| 1Y | +146.0% | +425.2% | -279.2% | -9.1% |
| 3Y | -61.9% | +42.9% | -104.8% | -72.2% |
| All | -90.6% | -62.8% | -27.8% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling