+8,398.6%
TPR vs FCEL
-100.0%
+8,498.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.5% | -12.6% | -2.1% |
| 7D | +14.2% | -11.2% | +25.4% | +15.0% |
| 30D | +17.1% | -45.8% | +62.9% | +23.2% |
| 3M | -17.7% | -51.0% | +33.3% | -13.5% |
| 6M | -10.2% | -22.2% | +12.1% | -13.5% |
| YTD | +4.9% | +36.3% | -31.3% | -6.8% |
| 1Y | +36.1% | +29.0% | +7.1% | +20.9% |
| 3Y | +416.5% | -70.9% | +487.3% | +385.7% |
| 5Y | +254.8% | -96.3% | +351.1% | +289.8% |
| 10Y | +391.7% | -99.1% | +490.8% | +355.3% |
| All | +8,398.6% | -100.0% | +8,498.6% | +10,211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling