+34.4%
TSLA vs FCEL
-61.1%
+95.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.6% |
| 7D | +3.0% | +15.1% | -12.0% | +1.3% |
| 30D | +11.2% | -16.4% | +27.6% | +12.6% |
| 3M | -7.3% | -5.3% | -2.0% | -9.1% |
| 6M | -7.7% | +124.5% | -132.3% | -20.5% |
| YTD | -18.2% | +126.7% | -144.9% | -30.2% |
| 1Y | +6.0% | +219.9% | -213.9% | -14.5% |
| All | +34.4% | -61.1% | +95.5% | +31.0% |
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 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