+52.0%
TDG vs FCEL
-62.7%
+114.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | -1.9% | +6.3% | -8.2% | -2.0% |
| 30D | -7.7% | -26.7% | +19.0% | -7.3% |
| 3M | -9.3% | -10.2% | +0.9% | -9.6% |
| 6M | -9.4% | +123.5% | -132.9% | -11.6% |
| YTD | -14.3% | +117.4% | -131.6% | -16.5% |
| 1Y | -11.8% | +146.0% | -157.8% | -14.7% |
| 3Y | +52.0% | -61.9% | +113.9% | +51.3% |
| All | +52.0% | -62.7% | +114.7% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling