-99.8%
FCEL vs TAP
+834.5%
-934.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -15.8% | -2.3% | -13.5% | -15.4% |
| 30D | -29.3% | -2.1% | -27.1% | -29.1% |
| 3M | -30.1% | +6.6% | -36.8% | -32.5% |
| 6M | +74.4% | -11.5% | +85.9% | +76.0% |
| YTD | +104.5% | -10.3% | +114.8% | +104.4% |
| 1Y | +281.4% | -14.4% | +295.8% | +283.9% |
| 3Y | -66.1% | -28.3% | -37.8% | -64.6% |
| 5Y | -91.9% | +1.7% | -93.6% | -92.3% |
| 10Y | -99.2% | -49.2% | -50.0% | -99.1% |
| All | -99.8% | +834.5% | -934.2% | -99.8% |
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