-99.8%
FCEL vs TXT
+1,326.8%
-1,426.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +7.4% |
| 7D | +3.0% | -3.5% | +6.6% | +5.2% |
| 30D | -40.0% | +15.2% | -55.2% | -44.9% |
| 3M | -47.0% | -4.5% | -42.6% | -45.9% |
| 6M | -21.0% | -6.1% | -14.9% | -18.1% |
| YTD | +48.0% | -2.0% | +50.0% | +49.2% |
| 1Y | +43.9% | +4.2% | +39.7% | +40.3% |
| 3Y | -67.5% | +14.4% | -81.9% | -69.9% |
| 5Y | -96.7% | +12.3% | -109.0% | -96.8% |
| 10Y | -99.0% | +101.8% | -200.9% | -99.3% |
| All | -99.8% | +1,326.8% | -1,426.7% | -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