-9.3%
TDG vs FCEL
+269.1%
-278.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.0% | -15.8% | +13.8% | -1.8% |
| 30D | -7.4% | -29.3% | +21.9% | -6.9% |
| 3M | -5.4% | -30.1% | +24.8% | -5.5% |
| 6M | -11.6% | +74.4% | -86.1% | -13.1% |
| YTD | -12.6% | +104.5% | -117.1% | -14.5% |
| 1Y | -9.3% | +281.4% | -290.7% | -11.6% |
| All | -9.3% | +269.1% | -278.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling