-37.7%
TSLL vs FCEL
+83.4%
-121.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.8% | -12.2% |
| 7D | +1.9% | -15.8% | +17.7% | +4.6% |
| 30D | +17.8% | -29.3% | +47.0% | +24.1% |
| 3M | -37.0% | -30.1% | -6.9% | -33.8% |
| 6M | -37.7% | +74.4% | -112.1% | -34.6% |
| All | -37.7% | +83.4% | -121.1% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling