+96.7%
TFC vs FCEL
-59.7%
+156.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.8% | -20.9% | -2.9% |
| 7D | +2.2% | +4.0% | -1.7% | +1.9% |
| 30D | -2.5% | -13.1% | +10.6% | -2.1% |
| 3M | +4.5% | +14.6% | -10.0% | +2.0% |
| 6M | +11.0% | +133.7% | -122.7% | +1.7% |
| YTD | +5.9% | +143.0% | -137.1% | -3.8% |
| 1Y | +14.6% | +320.9% | -306.3% | -1.5% |
| 3Y | +96.7% | -58.9% | +155.6% | +105.8% |
| All | +96.7% | -59.7% | +156.4% | +105.8% |
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