-99.1%
FCEL vs TMF
-86.8%
-12.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.1% | +18.9% | +18.8% |
| 7D | +4.0% | +1.0% | +3.0% | +4.0% |
| 30D | -13.1% | -1.8% | -11.2% | -13.1% |
| 3M | +14.6% | -8.2% | +22.8% | +14.2% |
| 6M | +133.7% | -19.5% | +153.2% | +131.4% |
| YTD | +143.0% | -16.0% | +158.9% | +141.2% |
| 1Y | +320.9% | -22.5% | +343.3% | +316.7% |
| 3Y | -58.9% | -42.3% | -16.6% | -60.1% |
| 5Y | -89.7% | -87.7% | -2.0% | -92.7% |
| 10Y | -99.1% | -86.5% | -12.6% | -99.3% |
| All | -99.1% | -86.8% | -12.3% | -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