+32.4%
TPR vs FCEL
+47.0%
-14.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -1.8% |
| 7D | +6.4% | +3.9% | +2.5% | +6.3% |
| 30D | +13.8% | -33.1% | +46.9% | +14.6% |
| 3M | -16.6% | -43.0% | +26.3% | -15.7% |
| 6M | +0.7% | -31.3% | +32.0% | 0.0% |
| YTD | +5.3% | +49.8% | -44.5% | +0.1% |
| 1Y | +32.4% | +48.2% | -15.8% | +25.6% |
| All | +32.4% | +47.0% | -14.6% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling