+181.2%
TSCO vs FCEL
-99.1%
+280.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -5.7% | +6.3% | -11.9% | -5.9% |
| 30D | -8.8% | -26.7% | +17.9% | -8.0% |
| 3M | +6.3% | -10.2% | +16.5% | +5.6% |
| 6M | -32.3% | +123.5% | -155.8% | -35.6% |
| YTD | -32.7% | +117.4% | -150.1% | -36.2% |
| 1Y | -43.7% | +146.0% | -189.7% | -47.2% |
| 3Y | -19.7% | -61.9% | +42.2% | -22.0% |
| 5Y | -11.6% | -90.5% | +78.9% | -11.8% |
| All | +181.2% | -99.1% | +280.4% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling