-97.0%
FCEL vs TYL
-22.1%
-74.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | +14.8% | -1.6% | +16.4% | +15.5% |
| 30D | -33.9% | +22.1% | -56.0% | -41.5% |
| 3M | -52.7% | +33.4% | -86.1% | -61.3% |
| 6M | -40.0% | +36.8% | -76.8% | -55.1% |
| YTD | +40.2% | -6.7% | +46.9% | +39.4% |
| 1Y | +32.9% | -9.2% | +42.2% | +35.8% |
| 3Y | -66.8% | +1.2% | -68.0% | -73.5% |
| 5Y | -97.0% | -23.0% | -73.9% | -96.7% |
| All | -97.0% | -22.1% | -74.8% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling