+311.2%
TPR vs FCEL
-99.0%
+410.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +18.8% | -22.5% | -4.7% |
| 7D | -3.4% | +4.0% | -7.3% | -3.8% |
| 30D | -27.3% | -13.1% | -14.2% | -27.0% |
| 3M | -16.2% | +14.6% | -30.8% | -18.3% |
| 6M | -17.9% | +133.7% | -151.6% | -24.2% |
| YTD | -7.1% | +143.0% | -150.1% | -14.8% |
| 1Y | +13.6% | +320.9% | -307.2% | +0.1% |
| 3Y | +293.7% | -58.9% | +352.6% | +275.4% |
| 5Y | +239.1% | -89.7% | +328.7% | +236.6% |
| 10Y | +311.2% | -99.1% | +410.3% | +356.0% |
| All | +311.2% | -99.0% | +410.2% | +356.0% |
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