-99.0%
FCEL vs TYL
+174.6%
-273.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +9.0% |
| 7D | +3.0% | +3.5% | -0.5% | +0.2% |
| 30D | -40.0% | +26.9% | -66.9% | -49.8% |
| 3M | -47.0% | +33.8% | -80.9% | -58.5% |
| 6M | -21.0% | +28.8% | -49.9% | -41.2% |
| YTD | +48.0% | -7.9% | +55.9% | +40.4% |
| 1Y | +43.9% | -9.8% | +53.6% | +39.1% |
| 3Y | -67.5% | +1.2% | -68.7% | -74.1% |
| 5Y | -96.7% | -22.8% | -73.9% | -96.6% |
| 10Y | -99.0% | +168.8% | -267.8% | -99.5% |
| All | -99.0% | +174.6% | -273.6% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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