+15.5%
TFC vs FCEL
+289.9%
-274.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.7% |
| 7D | -1.3% | +15.1% | -16.4% | -1.4% |
| 30D | -2.3% | -16.4% | +14.1% | -2.1% |
| 3M | +2.5% | -5.3% | +7.7% | +1.7% |
| 6M | +9.5% | +124.5% | -115.0% | +4.3% |
| YTD | +5.1% | +126.7% | -121.6% | -0.3% |
| 1Y | +15.5% | +219.9% | -204.4% | +10.1% |
| All | +15.5% | +289.9% | -274.4% | +10.1% |
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 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