-5.8%
TDG vs FCEL
+32.6%
-38.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +0.8% |
| 7D | +7.1% | -14.9% | +21.9% | +7.3% |
| 30D | +11.4% | -41.7% | +53.0% | +12.0% |
| 3M | -4.6% | -53.2% | +48.6% | -3.8% |
| 6M | +5.8% | -19.0% | +24.9% | +6.3% |
| YTD | -8.5% | +44.2% | -52.7% | -9.5% |
| 1Y | -5.8% | +42.4% | -48.2% | -6.8% |
| All | -5.8% | +32.6% | -38.4% | -6.8% |
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