+7,716.4%
TPR vs FCEL
-100.0%
+7,816.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -2.3% | -15.8% | +13.5% | -0.8% |
| 30D | -23.0% | -29.3% | +6.3% | -20.7% |
| 3M | -12.5% | -30.1% | +17.7% | -12.3% |
| 6M | -21.4% | +74.4% | -95.9% | -30.2% |
| YTD | -3.5% | +104.5% | -108.0% | -16.3% |
| 1Y | +17.4% | +281.4% | -264.0% | -6.4% |
| 3Y | +291.3% | -66.1% | +357.4% | +266.6% |
| 5Y | +241.9% | -91.9% | +333.8% | +250.8% |
| 10Y | +322.7% | -99.2% | +421.9% | +316.1% |
| All | +7,716.4% | -100.0% | +7,816.4% | +9,152.7% |
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 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