-89.7%
FCEL vs TXT
+12.6%
-102.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.6% | +18.2% | +18.2% |
| 7D | +4.0% | -0.2% | +4.2% | +4.4% |
| 30D | -13.1% | -11.1% | -2.0% | -2.4% |
| 3M | +14.6% | -13.0% | +27.6% | +32.2% |
| 6M | +133.7% | -16.2% | +149.9% | +177.2% |
| YTD | +143.0% | -8.7% | +151.7% | +163.3% |
| 1Y | +320.9% | -3.8% | +324.6% | +335.5% |
| 3Y | -58.9% | +5.5% | -64.4% | -62.8% |
| 5Y | -89.7% | +12.3% | -101.9% | -91.5% |
| All | -89.7% | +12.6% | -102.2% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling