-90.5%
FCEL vs TRMB
-39.0%
-51.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -4.8% |
| 7D | +15.1% | -2.9% | +18.0% | +17.7% |
| 30D | -16.4% | -1.8% | -14.7% | -16.2% |
| 3M | -5.3% | +8.4% | -13.7% | -15.3% |
| 6M | +124.5% | -18.5% | +143.0% | +155.9% |
| YTD | +126.7% | -26.7% | +153.4% | +181.2% |
| 1Y | +219.9% | -28.3% | +248.2% | +308.8% |
| 3Y | -61.6% | +12.6% | -74.2% | -72.8% |
| 5Y | -90.5% | -38.7% | -51.8% | -84.6% |
| All | -90.5% | -39.0% | -51.5% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling