+42.4%
FCEL vs TNA
+37.5%
+5.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -10.1% |
| 7D | -14.9% | +2.4% | -17.3% | -17.0% |
| 30D | -41.7% | -0.9% | -40.8% | -41.2% |
| 3M | -53.2% | -19.2% | -33.9% | -42.7% |
| 6M | -19.0% | -0.8% | -18.2% | -13.5% |
| YTD | +44.2% | +33.2% | +11.0% | +21.5% |
| 1Y | +42.4% | +38.5% | +3.9% | +16.4% |
| All | +42.4% | +37.5% | +5.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling