+203.6%
TGT vs FCEL
-99.1%
+302.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | 0.0% |
| 7D | -5.2% | +6.3% | -11.5% | -5.5% |
| 30D | +1.2% | -26.7% | +27.9% | +2.2% |
| 3M | +18.4% | -10.2% | +28.6% | +17.1% |
| 6M | +33.4% | +123.5% | -90.0% | +25.0% |
| YTD | +63.8% | +117.4% | -53.6% | +53.0% |
| 1Y | +77.2% | +146.0% | -68.8% | +63.2% |
| 3Y | +41.8% | -61.9% | +103.7% | +36.2% |
| 5Y | -25.5% | -90.5% | +65.0% | -26.0% |
| All | +203.6% | -99.1% | +302.7% | +216.5% |
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