-99.2%
FCEL vs TYL
+115.8%
-215.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +4.6% |
| 7D | -15.8% | -3.7% | -12.1% | -13.8% |
| 30D | -29.3% | +18.7% | -48.0% | -37.9% |
| 3M | -30.1% | +18.1% | -48.3% | -41.2% |
| 6M | +74.4% | -1.1% | +75.6% | +63.1% |
| YTD | +104.5% | -19.8% | +124.3% | +120.1% |
| 1Y | +281.4% | -34.3% | +315.7% | +378.8% |
| 3Y | -66.1% | -8.2% | -57.9% | -70.3% |
| 5Y | -91.9% | -25.4% | -66.4% | -91.2% |
| All | -99.2% | +115.8% | -215.0% | -99.6% |
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