+290.7%
TSM vs FCEL
-90.2%
+380.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +18.8% | -16.4% | +0.1% |
| 7D | +6.0% | +4.0% | +2.1% | +5.2% |
| 30D | +4.5% | -13.1% | +17.6% | +5.6% |
| 3M | +3.1% | +14.6% | -11.5% | -0.9% |
| 6M | +30.2% | +133.7% | -103.5% | +11.6% |
| YTD | +45.2% | +143.0% | -97.7% | +22.8% |
| 1Y | +79.6% | +320.9% | -241.3% | +38.7% |
| 3Y | +411.0% | -58.9% | +469.9% | +383.1% |
| 5Y | +290.7% | -89.7% | +380.4% | +319.0% |
| All | +290.7% | -90.2% | +380.9% | +319.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling