+88.5%
TEM vs FCEL
-61.2%
+149.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.9% | -3.5% |
| 7D | +7.8% | +14.8% | -7.0% | +5.7% |
| 30D | +11.2% | -33.9% | +45.1% | +17.5% |
| 3M | +39.0% | -52.7% | +91.7% | +51.3% |
| 6M | +61.6% | -40.0% | +101.7% | +60.0% |
| YTD | +28.5% | +40.2% | -11.7% | +4.2% |
| 1Y | +6.7% | +32.9% | -26.2% | -13.9% |
| All | +88.5% | -61.2% | +149.7% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling