-99.9%
FCEL vs TMF
-69.2%
-30.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.2% | +11.7% | +11.5% |
| 7D | -11.2% | +1.2% | -12.4% | -11.0% |
| 30D | -45.8% | +19.7% | -65.5% | -44.1% |
| 3M | -51.0% | -2.1% | -48.9% | -51.0% |
| 6M | -22.2% | -13.4% | -8.8% | -24.0% |
| YTD | +36.3% | -16.7% | +53.0% | +32.8% |
| 1Y | +29.0% | -23.3% | +52.4% | +24.1% |
| 3Y | -70.9% | -24.8% | -46.1% | -71.6% |
| 5Y | -96.3% | -88.0% | -8.2% | -97.7% |
| 10Y | -99.1% | -84.7% | -14.3% | -99.3% |
| All | -99.9% | -69.2% | -30.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling