-99.9%
FCEL vs TMF
-68.9%
-31.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +2.0% |
| 7D | -15.8% | -1.4% | -14.4% | -16.0% |
| 30D | -29.3% | -2.8% | -26.4% | -29.5% |
| 3M | -30.1% | -10.9% | -19.2% | -31.5% |
| 6M | +74.4% | -21.3% | +95.8% | +67.7% |
| YTD | +104.5% | -15.9% | +120.4% | +99.2% |
| 1Y | +281.4% | -15.7% | +297.1% | +272.7% |
| 3Y | -66.1% | -43.4% | -22.7% | -68.9% |
| 5Y | -91.9% | -87.8% | -4.1% | -94.8% |
| 10Y | -99.2% | -86.7% | -12.5% | -99.4% |
| All | -99.9% | -68.9% | -31.0% | -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