-99.8%
FCEL vs TRMB
+3,661.6%
-3,761.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.4% |
| 7D | -2.8% | +2.8% | -5.6% | -3.6% |
| 30D | -31.6% | -5.9% | -25.8% | -30.5% |
| 3M | -52.4% | -3.3% | -49.1% | -52.1% |
| 6M | -51.4% | +1.3% | -52.8% | -52.3% |
| YTD | +32.4% | -29.0% | +61.4% | +45.3% |
| 1Y | +37.5% | -27.8% | +65.3% | +50.1% |
| 3Y | -69.3% | +36.3% | -105.6% | -73.0% |
| 5Y | -97.1% | -35.8% | -61.3% | -96.6% |
| 10Y | -99.1% | +103.1% | -202.2% | -99.3% |
| All | -99.8% | +3,661.6% | -3,761.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling