+668.0%
TSEM vs FCEL
-61.1%
+729.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.5% |
| 7D | +4.7% | +15.1% | -10.4% | +2.3% |
| 30D | -14.2% | -16.4% | +2.2% | -12.5% |
| 3M | -5.0% | -5.3% | +0.2% | -6.1% |
| 6M | +87.6% | +124.5% | -37.0% | +67.4% |
| YTD | +84.4% | +126.7% | -42.2% | +63.4% |
| 1Y | +235.4% | +219.9% | +15.5% | +184.3% |
| All | +668.0% | -61.1% | +729.1% | +626.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling