-99.1%
FCEL vs TYL
+168.7%
-267.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.3% | +13.8% | +12.9% |
| 7D | -11.2% | +6.7% | -17.9% | -15.3% |
| 30D | -45.8% | +26.5% | -72.3% | -54.5% |
| 3M | -51.0% | +37.3% | -88.3% | -62.3% |
| 6M | -22.2% | +31.2% | -53.4% | -43.1% |
| YTD | +36.3% | -7.4% | +43.6% | +28.9% |
| 1Y | +29.0% | -9.6% | +38.6% | +24.7% |
| 3Y | -70.9% | +1.9% | -72.8% | -76.9% |
| 5Y | -96.3% | -21.1% | -75.2% | -96.2% |
| All | -99.1% | +168.7% | -267.7% | -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