+419.8%
TXN vs FCEL
-99.1%
+518.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.7% |
| 7D | +4.0% | +6.3% | -2.3% | +3.5% |
| 30D | -2.9% | -26.7% | +23.8% | -1.4% |
| 3M | -9.1% | -10.2% | +1.1% | -9.8% |
| 6M | +36.6% | +123.5% | -86.9% | +27.3% |
| YTD | +57.5% | +117.4% | -59.9% | +46.2% |
| 1Y | +49.5% | +146.0% | -96.4% | +36.6% |
| 3Y | +76.5% | -61.9% | +138.4% | +69.8% |
| 5Y | +62.4% | -90.5% | +152.9% | +62.7% |
| All | +419.8% | -99.1% | +518.9% | +477.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling