-48.9%
TSLL vs FCEL
+38.4%
-87.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.6% | +2.3% | +8.9% |
| 7D | -14.3% | +3.0% | -17.4% | -14.4% |
| 30D | -6.2% | -40.0% | +33.8% | +4.5% |
| 3M | +21.2% | -47.0% | +68.2% | +35.7% |
| 6M | -36.6% | -21.0% | -15.6% | -35.9% |
| YTD | -47.8% | +48.0% | -95.8% | -55.8% |
| All | -48.9% | +38.4% | -87.3% | -56.9% |
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