-55.4%
TSLL vs FCEL
-88.5%
+33.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.8% | -12.3% |
| 7D | +1.9% | -15.8% | +17.7% | +5.8% |
| 30D | +17.8% | -29.3% | +47.0% | +26.8% |
| 3M | -37.0% | -30.1% | -6.9% | -35.0% |
| 6M | -37.7% | +74.4% | -112.1% | -53.4% |
| YTD | -51.4% | +104.5% | -155.9% | -65.9% |
| 1Y | -23.4% | +281.4% | -304.7% | -56.8% |
| 3Y | -30.8% | -66.1% | +35.3% | -30.0% |
| All | -55.4% | -88.5% | +33.1% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling