-99.0%
FCEL vs TXT
+98.8%
-197.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +7.3% |
| 7D | +3.9% | -0.8% | +4.7% | +4.5% |
| 30D | -33.1% | +13.4% | -46.5% | -40.0% |
| 3M | -43.0% | -2.5% | -40.4% | -42.3% |
| 6M | -31.3% | -6.2% | -25.1% | -28.0% |
| YTD | +49.8% | -1.3% | +51.1% | +49.6% |
| 1Y | +48.2% | +4.3% | +43.8% | +41.8% |
| 3Y | -64.6% | +13.2% | -77.8% | -68.5% |
| 5Y | -96.7% | +12.4% | -109.1% | -97.0% |
| 10Y | -99.0% | +94.8% | -193.8% | -99.4% |
| All | -99.0% | +98.8% | -197.8% | -99.4% |
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