+253.1%
TSEM vs FCEL
+269.1%
-16.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.9% | +5.9% | +7.5% |
| 7D | +6.9% | -15.8% | +22.7% | +10.2% |
| 30D | +5.3% | -29.3% | +34.6% | +12.3% |
| 3M | -14.9% | -30.1% | +15.2% | -11.1% |
| 6M | +80.0% | +74.4% | +5.6% | +64.7% |
| YTD | +89.4% | +104.5% | -15.2% | +68.1% |
| 1Y | +253.1% | +281.4% | -28.3% | +197.7% |
| All | +253.1% | +269.1% | -16.0% | +197.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling