-61.9%
FCEL vs TNA
+101.9%
-163.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +6.3% | -7.3% | +13.6% | +12.0% |
| 30D | -26.7% | -14.2% | -12.5% | -18.6% |
| 3M | -10.2% | -4.6% | -5.6% | -5.5% |
| 6M | +123.5% | +36.9% | +86.6% | +86.4% |
| YTD | +117.4% | +42.5% | +74.8% | +78.2% |
| 1Y | +146.0% | +45.8% | +100.2% | +101.9% |
| 3Y | -61.9% | +104.7% | -166.5% | -81.6% |
| All | -61.9% | +101.9% | -163.8% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling