-23.4%
TSLL vs FCEL
+269.1%
-292.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.8% | -12.3% |
| 7D | +1.9% | -15.8% | +17.7% | +5.2% |
| 30D | +17.8% | -29.3% | +47.0% | +25.4% |
| 3M | -37.0% | -30.1% | -6.9% | -34.5% |
| 6M | -37.7% | +74.4% | -112.1% | -50.4% |
| YTD | -51.4% | +104.5% | -155.9% | -63.6% |
| 1Y | -23.4% | +281.4% | -304.7% | -48.9% |
| All | -23.4% | +269.1% | -292.5% | -48.9% |
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