+59.7%
TEM vs FCEL
-32.7%
+92.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -3.1% |
| 7D | +3.2% | +4.0% | -0.7% | +2.2% |
| 30D | +23.5% | -13.1% | +36.6% | +24.6% |
| 3M | +32.3% | +14.6% | +17.7% | +23.7% |
| 6M | +23.0% | +133.7% | -110.7% | -4.6% |
| YTD | +8.9% | +143.0% | -134.1% | -17.3% |
| 1Y | -19.9% | +320.9% | -340.7% | -48.0% |
| All | +59.7% | -32.7% | +92.5% | +53.9% |
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 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