-99.1%
FCEL vs TAP
-46.0%
-53.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -6.6% |
| 7D | -2.8% | +1.3% | -4.1% | -3.3% |
| 30D | -31.6% | +5.7% | -37.4% | -33.9% |
| 3M | -52.4% | -1.9% | -50.5% | -53.1% |
| 6M | -51.4% | +0.9% | -52.3% | -53.9% |
| YTD | +32.4% | -9.5% | +41.9% | +29.3% |
| 1Y | +37.5% | -9.0% | +46.5% | +33.4% |
| 3Y | -69.3% | -22.2% | -47.0% | -69.1% |
| 5Y | -97.1% | +1.2% | -98.4% | -97.6% |
| All | -99.1% | -46.0% | -53.2% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling