+84.4%
TSM vs FCEL
+269.1%
-184.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.6% |
| 7D | +2.7% | -15.8% | +18.6% | +4.7% |
| 30D | +3.6% | -29.3% | +32.9% | +7.5% |
| 3M | -3.4% | -30.1% | +26.8% | -1.0% |
| 6M | +20.6% | +74.4% | -53.8% | +10.3% |
| YTD | +41.9% | +104.5% | -62.6% | +26.5% |
| 1Y | +84.4% | +281.4% | -197.0% | +55.6% |
| All | +84.4% | +269.1% | -184.8% | +55.6% |
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 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