-56.8%
TSLL vs FCEL
-92.3%
+35.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.5% | -2.8% | +5.6% |
| 7D | -21.2% | -11.3% | -9.9% | -18.3% |
| 30D | -13.3% | -45.8% | +32.5% | +1.6% |
| 3M | +15.4% | -51.0% | +66.4% | +35.5% |
| 6M | -34.2% | -22.3% | -11.9% | -36.6% |
| YTD | -52.9% | +36.2% | -89.1% | -63.6% |
| 1Y | -54.3% | +29.0% | -83.3% | -64.6% |
| 3Y | -18.4% | -70.9% | +52.5% | -18.1% |
| All | -56.8% | -92.3% | +35.5% | -23.5% |
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