-99.1%
FCEL vs TXT
+100.3%
-199.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -7.0% |
| 7D | +15.1% | +0.8% | +14.2% | +14.4% |
| 30D | -16.4% | -10.4% | -6.0% | -8.8% |
| 3M | -5.3% | -14.3% | +9.1% | +7.4% |
| 6M | +124.5% | -15.1% | +139.6% | +155.6% |
| YTD | +126.7% | -8.3% | +135.0% | +142.1% |
| 1Y | +219.9% | -0.7% | +220.6% | +224.6% |
| 3Y | -61.6% | +6.0% | -67.6% | -63.7% |
| 5Y | -90.5% | +12.5% | -103.0% | -91.2% |
| 10Y | -99.1% | +103.2% | -202.3% | -99.5% |
| All | -99.1% | +100.3% | -199.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling