-99.0%
FCEL vs TYL
+185.3%
-284.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.0% |
| 7D | +3.9% | +0.5% | +3.3% | +3.1% |
| 30D | -33.1% | +25.2% | -58.3% | -43.3% |
| 3M | -43.0% | +31.8% | -74.7% | -54.8% |
| 6M | -31.3% | +36.3% | -67.6% | -50.7% |
| YTD | +49.8% | -6.3% | +56.1% | +40.6% |
| 1Y | +48.2% | -9.5% | +57.6% | +43.6% |
| 3Y | -64.6% | +1.6% | -66.2% | -71.7% |
| 5Y | -96.7% | -21.8% | -75.0% | -96.6% |
| 10Y | -99.0% | +183.3% | -282.3% | -99.6% |
| All | -99.0% | +185.3% | -284.3% | -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