-2.9%
TSLA vs FCEL
+28.7%
-31.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.7% | -1.2% |
| 7D | +8.9% | -2.8% | +11.7% | +9.2% |
| 30D | +6.3% | -31.6% | +37.9% | +10.3% |
| 3M | +14.8% | -52.4% | +67.2% | +22.2% |
| 6M | -12.4% | -51.4% | +39.0% | -8.7% |
| YTD | -13.2% | +32.4% | -45.7% | -18.8% |
| 1Y | -2.9% | +37.5% | -40.4% | -7.8% |
| All | -2.9% | +28.7% | -31.7% | -7.8% |
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