+323.5%
TSM vs FCEL
-68.0%
+391.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.0% | +7.0% | +2.6% |
| 7D | -2.1% | -8.3% | +6.2% | -1.2% |
| 30D | -12.5% | -43.0% | +30.4% | -7.4% |
| 3M | -5.0% | -48.2% | +43.2% | +0.6% |
| 6M | -3.2% | -25.0% | +21.8% | -2.9% |
| YTD | +31.5% | +40.6% | -9.1% | +22.4% |
| 1Y | +35.7% | +36.0% | -0.3% | +25.9% |
| 3Y | +323.5% | -66.7% | +390.2% | +313.7% |
| All | +323.5% | -68.0% | +391.5% | +313.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling