-99.1%
FCEL vs TAP
-51.4%
-47.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.4% |
| 7D | +15.1% | -5.1% | +20.2% | +17.0% |
| 30D | -16.4% | -8.4% | -8.0% | -14.2% |
| 3M | -5.3% | -3.9% | -1.3% | -6.7% |
| 6M | +124.5% | -14.4% | +138.9% | +130.1% |
| YTD | +126.7% | -14.7% | +141.4% | +130.0% |
| 1Y | +219.9% | -18.7% | +238.6% | +229.1% |
| 3Y | -61.6% | -32.6% | -29.0% | -57.8% |
| 5Y | -90.5% | -1.4% | -89.1% | -92.0% |
| 10Y | -99.1% | -50.4% | -48.7% | -99.1% |
| All | -99.1% | -51.4% | -47.8% | -99.1% |
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