+299.4%
TPR vs FCEL
-65.9%
+365.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -2.3% | -15.8% | +13.5% | -1.3% |
| 30D | -23.0% | -29.3% | +6.3% | -21.3% |
| 3M | -12.5% | -30.1% | +17.7% | -12.4% |
| 6M | -21.4% | +74.4% | -95.9% | -29.0% |
| YTD | -3.5% | +104.5% | -108.0% | -14.8% |
| 1Y | +17.4% | +281.4% | -264.0% | -4.4% |
| All | +299.4% | -65.9% | +365.3% | +288.5% |
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