-99.1%
FCEL vs TNA
+86.1%
-185.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +6.3% | -7.3% | +13.6% | +11.4% |
| 30D | -26.7% | -14.2% | -12.5% | -19.4% |
| 3M | -10.2% | -4.6% | -5.6% | -6.0% |
| 6M | +123.5% | +36.9% | +86.6% | +87.9% |
| YTD | +117.4% | +42.5% | +74.8% | +79.6% |
| 1Y | +146.0% | +45.8% | +100.2% | +103.2% |
| 3Y | -61.9% | +104.7% | -166.5% | -77.2% |
| 5Y | -90.5% | -21.7% | -68.8% | -90.5% |
| All | -99.1% | +86.1% | -185.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling