-89.7%
FCEL vs TYL
-28.2%
-61.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.5% | +23.2% | +21.4% |
| 7D | +4.0% | -7.6% | +11.6% | +8.4% |
| 30D | -13.1% | +11.3% | -24.4% | -20.2% |
| 3M | +14.6% | +14.5% | +0.1% | -1.2% |
| 6M | +133.7% | -7.1% | +140.8% | +130.7% |
| YTD | +143.0% | -23.4% | +166.3% | +174.9% |
| 1Y | +320.9% | -38.6% | +359.4% | +476.2% |
| 3Y | -58.9% | -11.3% | -47.6% | -65.5% |
| 5Y | -89.7% | -28.0% | -61.7% | -88.0% |
| All | -89.7% | -28.2% | -61.5% | -88.0% |
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