-26.5%
TSEM vs FCEL
-99.9%
+73.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.6% | -1.4% | -6.3% |
| 7D | +7.0% | -2.8% | +9.8% | +7.4% |
| 30D | -29.8% | -31.6% | +1.9% | -26.5% |
| 3M | -41.9% | -52.4% | +10.5% | -37.1% |
| 6M | -45.8% | -51.4% | +5.7% | -42.6% |
| YTD | +25.1% | +32.4% | -7.3% | +17.3% |
| 1Y | +48.2% | +37.5% | +10.7% | +37.8% |
| 3Y | +476.5% | -69.3% | +545.8% | +467.0% |
| 5Y | +301.4% | -97.1% | +398.6% | +373.6% |
| 10Y | +812.9% | -99.1% | +912.1% | +763.7% |
| All | -26.5% | -99.9% | +73.4% | -39.0% |
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