+80.5%
TSEM vs FCEL
+32.6%
+47.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.0% | -2.8% | -7.2% |
| 7D | -23.1% | -14.9% | -8.2% | -19.6% |
| 30D | -40.4% | -41.7% | +1.3% | -31.8% |
| 3M | -37.9% | -53.2% | +15.3% | -26.1% |
| 6M | -30.8% | -19.0% | -11.8% | -27.0% |
| YTD | +26.7% | +44.2% | -17.5% | +16.8% |
| 1Y | +80.5% | +42.4% | +38.0% | +61.1% |
| All | +80.5% | +32.6% | +47.9% | +61.1% |
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 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