+41.7%
TGT vs FCEL
-63.4%
+105.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.9% |
| 7D | -5.0% | +6.3% | -11.3% | -5.3% |
| 30D | +3.0% | -18.8% | +21.8% | +3.5% |
| 3M | +22.6% | -3.8% | +26.4% | +20.3% |
| 6M | +31.2% | +121.1% | -89.9% | +20.7% |
| YTD | +63.7% | +113.3% | -49.6% | +50.0% |
| 1Y | +78.5% | +173.5% | -95.0% | +58.8% |
| All | +41.7% | -63.4% | +105.1% | +35.8% |
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