-90.7%
FCEL vs TNA
-26.1%
-64.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -3.7% |
| 7D | +6.3% | -7.6% | +13.9% | +12.5% |
| 30D | -18.8% | -13.6% | -5.2% | -9.8% |
| 3M | -3.8% | +2.8% | -6.7% | -3.8% |
| 6M | +121.1% | +34.5% | +86.6% | +82.8% |
| YTD | +113.3% | +41.0% | +72.2% | +71.7% |
| 1Y | +173.5% | +52.0% | +121.5% | +112.6% |
| 3Y | -63.9% | +103.5% | -167.4% | -81.1% |
| 5Y | -90.7% | -22.5% | -68.2% | -90.3% |
| All | -90.7% | -26.1% | -64.6% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling