+234.9%
TPR vs FCEL
-97.2%
+332.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.4% |
| 7D | -0.3% | -2.8% | +2.5% | -0.1% |
| 30D | +15.1% | -31.6% | +46.7% | +18.6% |
| 3M | +3.5% | -52.4% | +55.9% | +9.3% |
| 6M | +0.4% | -51.4% | +51.9% | +1.0% |
| YTD | +4.6% | +32.4% | -27.8% | -10.3% |
| 1Y | +33.1% | +37.5% | -4.4% | +12.6% |
| 3Y | +396.0% | -69.3% | +465.2% | +364.7% |
| All | +234.9% | -97.2% | +332.1% | +343.7% |
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