-1.1%
TLT vs FCEL
-59.7%
+58.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -0.2% |
| 7D | +0.4% | +4.0% | -3.6% | +0.3% |
| 30D | -0.3% | -13.1% | +12.8% | -0.2% |
| 3M | -1.7% | +14.6% | -16.3% | -2.3% |
| 6M | -4.9% | +133.7% | -138.6% | -6.6% |
| YTD | -2.8% | +143.0% | -145.7% | -4.7% |
| 1Y | -4.2% | +320.9% | -325.1% | -7.6% |
| 3Y | -1.1% | -58.9% | +57.8% | +0.6% |
| All | -1.1% | -59.7% | +58.6% | +0.6% |
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