-99.2%
FCEL vs TRMB
+118.7%
-217.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.3% |
| 7D | +6.3% | -5.4% | +11.7% | +10.2% |
| 30D | -18.8% | -2.0% | -16.8% | -18.5% |
| 3M | -3.8% | +12.3% | -16.2% | -14.3% |
| 6M | +121.1% | -17.6% | +138.7% | +142.9% |
| YTD | +113.3% | -27.5% | +140.7% | +154.2% |
| 1Y | +173.5% | -29.1% | +202.6% | +234.3% |
| 3Y | -63.9% | +11.5% | -75.4% | -70.0% |
| 5Y | -90.7% | -39.5% | -51.2% | -87.9% |
| All | -99.2% | +118.7% | -217.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRMB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling