+5,801.8%
TGT vs FCEL
-99.7%
+5,901.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.8% | -2.1% |
| 7D | -0.6% | +4.0% | -4.6% | -1.0% |
| 30D | +9.5% | -13.1% | +22.6% | +10.0% |
| 3M | +32.3% | +14.6% | +17.7% | +28.3% |
| 6M | +37.0% | +133.7% | -96.7% | +24.9% |
| YTD | +71.0% | +143.0% | -71.9% | +54.6% |
| 1Y | +85.0% | +320.9% | -235.8% | +59.4% |
| 3Y | +46.8% | -58.9% | +105.7% | +38.5% |
| 5Y | -22.7% | -89.7% | +66.9% | -23.3% |
| 10Y | +216.3% | -99.1% | +315.3% | +197.3% |
| All | +5,801.8% | -99.7% | +5,901.5% | +4,884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling