+70.1%
TXN vs FCEL
-63.4%
+133.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.9% | -0.6% |
| 7D | +2.0% | +6.3% | -4.3% | +1.4% |
| 30D | -8.0% | -18.8% | +10.8% | -6.9% |
| 3M | -7.8% | -3.8% | -3.9% | -9.1% |
| 6M | +32.4% | +121.1% | -88.7% | +21.0% |
| YTD | +51.7% | +113.3% | -61.6% | +37.9% |
| 1Y | +44.3% | +173.5% | -129.2% | +27.0% |
| All | +70.1% | -63.4% | +133.5% | +65.7% |
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