-99.8%
FCEL vs TAP
+822.5%
-922.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | -8.3% | -4.5% | -3.8% | -7.4% |
| 30D | -43.0% | +7.5% | -50.5% | -44.5% |
| 3M | -48.2% | -4.9% | -43.3% | -48.3% |
| 6M | -25.0% | -3.5% | -21.5% | -26.6% |
| YTD | +40.6% | -11.4% | +52.0% | +39.2% |
| 1Y | +36.0% | -10.8% | +46.8% | +34.0% |
| 3Y | -66.7% | -24.5% | -42.3% | -66.2% |
| 5Y | -96.7% | +2.5% | -99.1% | -96.9% |
| 10Y | -99.0% | -47.6% | -51.4% | -99.0% |
| All | -99.8% | +822.5% | -922.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling