-99.8%
FCEL vs TYL
+9,270.2%
-9,370.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.1% |
| 7D | -8.3% | +4.3% | -12.6% | -9.2% |
| 30D | -43.0% | +28.0% | -70.9% | -46.0% |
| 3M | -48.2% | +32.3% | -80.5% | -51.6% |
| 6M | -25.0% | +29.9% | -54.9% | -30.9% |
| YTD | +40.6% | -7.1% | +47.7% | +37.7% |
| 1Y | +36.0% | -9.2% | +45.2% | +33.9% |
| 3Y | -66.7% | +0.7% | -67.4% | -68.1% |
| 5Y | -96.7% | -21.1% | -75.6% | -96.6% |
| 10Y | -99.0% | +180.8% | -279.8% | -99.2% |
| All | -99.8% | +9,270.2% | -9,370.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling