+240.4%
TPR vs FCEL
-91.9%
+332.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -2.3% | -15.8% | +13.5% | -0.7% |
| 30D | -23.0% | -29.3% | +6.3% | -20.5% |
| 3M | -12.5% | -30.1% | +17.7% | -12.5% |
| 6M | -21.4% | +74.4% | -95.9% | -32.0% |
| YTD | -3.5% | +104.5% | -108.0% | -19.2% |
| 1Y | +17.4% | +281.4% | -264.0% | -12.3% |
| 3Y | +291.3% | -66.1% | +357.4% | +275.3% |
| All | +240.4% | -91.9% | +332.3% | +276.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling