+4.5%
TSLA vs FCEL
+197.5%
-193.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.8% | -0.5% |
| 7D | -3.4% | +6.3% | -9.7% | -4.2% |
| 30D | +9.2% | -18.8% | +28.0% | +11.0% |
| 3M | -4.7% | -3.8% | -0.9% | -6.5% |
| 6M | -8.9% | +121.1% | -130.1% | -22.5% |
| YTD | -19.2% | +113.3% | -132.4% | -31.7% |
| 1Y | +4.5% | +173.5% | -169.0% | -16.5% |
| All | +4.5% | +197.5% | -193.0% | -16.5% |
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