-13.3%
TSLA vs FCEL
+32.6%
-45.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.6% | -2.7% |
| 7D | -4.7% | -14.9% | +10.2% | -3.1% |
| 30D | +1.7% | -41.7% | +43.4% | +7.2% |
| 3M | +17.7% | -53.2% | +70.8% | +25.8% |
| 6M | -1.9% | -19.0% | +17.2% | -3.1% |
| YTD | -14.3% | +44.2% | -58.5% | -23.4% |
| 1Y | -13.3% | +42.4% | -55.7% | -23.7% |
| All | -13.3% | +32.6% | -45.9% | -23.7% |
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