+13,634.3%
TSM vs FCEL
-99.9%
+13,734.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.7% |
| 7D | +2.7% | -15.8% | +18.6% | +4.4% |
| 30D | +3.6% | -29.3% | +32.9% | +7.0% |
| 3M | -3.4% | -30.1% | +26.8% | -2.1% |
| 6M | +20.6% | +74.4% | -53.8% | +8.2% |
| YTD | +41.9% | +104.5% | -62.6% | +24.3% |
| 1Y | +84.4% | +281.4% | -197.0% | +48.1% |
| 3Y | +380.2% | -66.1% | +446.3% | +354.2% |
| 5Y | +275.3% | -91.9% | +367.2% | +289.5% |
| 10Y | +1,751.4% | -99.2% | +1,850.6% | +1,651.0% |
| All | +13,634.3% | -99.9% | +13,734.2% | +11,808.9% |
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