-65.9%
FCEL vs TMF
-41.6%
-24.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -15.8% | -1.4% | -14.4% | -15.5% |
| 30D | -29.3% | -2.8% | -26.4% | -28.8% |
| 3M | -30.1% | -10.9% | -19.2% | -27.8% |
| 6M | +74.4% | -21.3% | +95.8% | +85.1% |
| YTD | +104.5% | -15.9% | +120.4% | +112.6% |
| 1Y | +281.4% | -15.7% | +297.1% | +291.1% |
| All | -65.9% | -41.6% | -24.2% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling