-97.0%
FCEL vs TRMB
-36.0%
-61.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.3% |
| 7D | -2.8% | +2.8% | -5.6% | -4.7% |
| 30D | -31.6% | -5.9% | -25.8% | -29.7% |
| 3M | -52.4% | -3.3% | -49.1% | -52.2% |
| 6M | -51.4% | +1.3% | -52.8% | -54.4% |
| YTD | +32.4% | -29.0% | +61.4% | +65.6% |
| 1Y | +37.5% | -27.8% | +65.3% | +69.1% |
| 3Y | -69.3% | +36.3% | -105.6% | -82.7% |
| All | -97.0% | -36.0% | -61.0% | -95.5% |
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