+36.0%
TSM vs FCEL
+32.6%
+3.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.7% | -1.5% |
| 7D | -10.0% | -14.9% | +4.9% | -8.1% |
| 30D | -18.5% | -41.7% | +23.1% | -13.2% |
| 3M | -4.9% | -53.2% | +48.3% | +3.1% |
| 6M | -1.0% | -19.0% | +18.1% | +0.8% |
| YTD | +31.3% | +44.2% | -12.9% | +23.0% |
| 1Y | +36.0% | +42.4% | -6.4% | +26.4% |
| All | +36.0% | +32.6% | +3.4% | +26.4% |
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 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