-99.8%
FCEL vs TXT
+1,220.6%
-1,320.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -15.8% | -4.8% | -11.0% | -13.5% |
| 30D | -29.3% | -10.6% | -18.7% | -24.7% |
| 3M | -30.1% | -13.2% | -17.0% | -24.0% |
| 6M | +74.4% | -20.3% | +94.8% | +98.6% |
| YTD | +104.5% | -9.3% | +113.8% | +116.1% |
| 1Y | +281.4% | -2.7% | +284.1% | +290.0% |
| 3Y | -66.1% | +1.4% | -67.5% | -66.3% |
| 5Y | -91.9% | +9.6% | -101.4% | -92.0% |
| 10Y | -99.2% | +94.9% | -194.1% | -99.4% |
| All | -99.8% | +1,220.6% | -1,320.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling