+52.2%
TEM vs FCEL
-37.2%
+89.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.7% | +2.0% | -3.7% |
| 7D | -1.1% | +15.1% | -16.1% | -3.2% |
| 30D | +11.3% | -16.4% | +27.7% | +12.9% |
| 3M | +25.5% | -5.3% | +30.8% | +20.8% |
| 6M | +17.1% | +124.5% | -107.4% | -8.8% |
| YTD | +3.8% | +126.7% | -122.9% | -20.4% |
| 1Y | -24.4% | +219.9% | -244.2% | -48.1% |
| All | +52.2% | -37.2% | +89.5% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling