+42.4%
FCEL vs TAP
+4.4%
+38.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -2.3% |
| 7D | -14.9% | +9.9% | -24.8% | -3.5% |
| 30D | -41.7% | +18.1% | -59.8% | -27.1% |
| 3M | -53.2% | +3.2% | -56.4% | -48.7% |
| 6M | -19.0% | +8.4% | -27.5% | -2.9% |
| YTD | +44.2% | -4.4% | +48.6% | +62.8% |
| 1Y | +42.4% | +3.2% | +39.2% | +52.9% |
| All | +42.4% | +4.4% | +38.1% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling