+416.5%
TPR vs FCEL
-74.5%
+490.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.5% | -12.6% | -1.7% |
| 7D | +14.2% | -11.2% | +25.4% | +14.7% |
| 30D | +17.1% | -45.8% | +62.9% | +21.0% |
| 3M | -17.7% | -51.0% | +33.3% | -14.9% |
| 6M | -10.2% | -22.2% | +12.1% | -13.2% |
| YTD | +4.9% | +36.3% | -31.3% | -5.5% |
| 1Y | +36.1% | +29.0% | +7.1% | +22.6% |
| 3Y | +416.5% | -70.9% | +487.3% | +399.1% |
| All | +416.5% | -74.5% | +490.9% | +399.1% |
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