-99.8%
FCEL vs TNA
+990.0%
-1,089.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.3% | +20.1% | +19.5% |
| 7D | +4.0% | +4.1% | -0.1% | +1.1% |
| 30D | -13.1% | -7.6% | -5.4% | -9.2% |
| 3M | +14.6% | +8.1% | +6.5% | +11.5% |
| 6M | +133.7% | +49.0% | +84.7% | +89.8% |
| YTD | +143.0% | +51.7% | +91.2% | +96.9% |
| 1Y | +320.9% | +59.6% | +261.2% | +236.2% |
| 3Y | -58.9% | +118.9% | -177.8% | -75.0% |
| 5Y | -89.7% | -19.2% | -70.5% | -89.5% |
| 10Y | -99.1% | +77.2% | -176.3% | -99.5% |
| All | -99.8% | +990.0% | -1,089.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling