-89.7%
FCEL vs TAP
0.0%
-89.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.1% | +22.9% | +18.8% |
| 7D | +4.0% | -2.3% | +6.3% | +3.9% |
| 30D | -13.1% | -9.4% | -3.7% | -12.8% |
| 3M | +14.6% | -0.8% | +15.4% | +13.3% |
| 6M | +133.7% | -14.7% | +148.4% | +137.9% |
| YTD | +143.0% | -13.9% | +156.9% | +144.5% |
| 1Y | +320.9% | -18.6% | +339.5% | +328.8% |
| 3Y | -58.9% | -32.0% | -26.9% | -56.1% |
| 5Y | -89.7% | -1.0% | -88.7% | -91.2% |
| All | -89.7% | 0.0% | -89.6% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling