-99.8%
FCEL vs TRMB
+3,920.5%
-4,020.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.3% |
| 7D | -15.8% | -2.5% | -13.3% | -15.1% |
| 30D | -29.3% | +1.5% | -30.8% | -29.9% |
| 3M | -30.1% | +6.8% | -36.9% | -32.6% |
| 6M | +74.4% | -14.9% | +89.4% | +81.0% |
| YTD | +104.5% | -24.1% | +128.6% | +119.9% |
| 1Y | +281.4% | -25.4% | +306.8% | +314.6% |
| 3Y | -66.1% | +8.0% | -74.1% | -67.8% |
| 5Y | -91.9% | -37.3% | -54.5% | -90.4% |
| 10Y | -99.2% | +116.8% | -216.0% | -99.4% |
| All | -99.8% | +3,920.5% | -4,020.3% | -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