-99.1%
FCEL vs TMF
-81.8%
-17.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -6.6% |
| 7D | +14.8% | -8.2% | +22.9% | +14.4% |
| 30D | -33.9% | +5.3% | -39.2% | -33.7% |
| 3M | -52.7% | -8.5% | -44.2% | -52.8% |
| 6M | -40.0% | -17.2% | -22.8% | -40.5% |
| YTD | +40.2% | -23.4% | +63.6% | +38.8% |
| 1Y | +32.9% | -30.2% | +63.2% | +31.0% |
| 3Y | -66.8% | -32.9% | -33.9% | -66.9% |
| 5Y | -97.0% | -88.5% | -8.4% | -97.9% |
| All | -99.1% | -81.8% | -17.3% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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