-12.3%
TLT vs FCEL
-99.1%
+86.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -1.3% |
| 7D | -0.3% | -8.3% | +8.0% | -0.3% |
| 30D | +3.7% | -43.0% | +46.7% | +3.6% |
| 3M | -0.7% | -48.2% | +47.5% | -0.7% |
| 6M | -4.2% | -25.0% | +20.8% | -4.1% |
| YTD | -4.0% | +40.6% | -44.6% | -3.7% |
| 1Y | -5.8% | +36.0% | -41.8% | -5.6% |
| 3Y | +4.1% | -66.7% | +70.8% | +4.2% |
| 5Y | -34.8% | -96.7% | +61.9% | -35.4% |
| 10Y | -12.3% | -99.0% | +86.7% | -13.8% |
| All | -12.3% | -99.1% | +86.8% | -13.8% |
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 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