-69.3%
FCEL vs TMF
-32.2%
-37.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.2% |
| 7D | -2.8% | -9.3% | +6.5% | -0.4% |
| 30D | -31.6% | +1.9% | -33.6% | -32.3% |
| 3M | -52.4% | -11.2% | -41.2% | -51.1% |
| 6M | -51.4% | -17.7% | -33.7% | -48.8% |
| YTD | +32.4% | -24.5% | +56.9% | +41.1% |
| 1Y | +37.5% | -29.4% | +66.9% | +49.1% |
| 3Y | -69.3% | -33.4% | -35.8% | -65.1% |
| All | -69.3% | -32.2% | -37.0% | -65.1% |
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