+6,225.1%
TMO vs FCEL
-99.8%
+6,324.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.6% | +6.3% | -6.9% | -1.2% |
| 30D | +1.1% | -26.7% | +27.8% | +2.7% |
| 3M | +28.3% | -10.2% | +38.5% | +26.4% |
| 6M | +23.3% | +123.5% | -100.2% | +11.9% |
| YTD | +5.5% | +117.4% | -111.9% | -4.6% |
| 1Y | +24.5% | +146.0% | -121.4% | +10.4% |
| 3Y | +19.6% | -61.9% | +81.5% | +12.9% |
| 5Y | +8.1% | -90.5% | +98.6% | +7.5% |
| 10Y | +336.7% | -99.1% | +435.9% | +303.7% |
| All | +6,225.1% | -99.8% | +6,324.8% | +5,043.3% |
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