-99.1%
FCEL vs TSN
-4.9%
-94.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +6.3% | +3.0% | +3.3% | +5.0% |
| 30D | -26.7% | -4.2% | -22.5% | -25.5% |
| 3M | -10.2% | -3.9% | -6.3% | -9.9% |
| 6M | +123.5% | -9.8% | +133.3% | +127.9% |
| YTD | +117.4% | -7.3% | +124.6% | +117.5% |
| 1Y | +146.0% | -2.2% | +148.2% | +137.7% |
| 3Y | -61.9% | +11.9% | -73.8% | -66.7% |
| 5Y | -90.5% | -16.9% | -73.6% | -90.5% |
| All | -99.1% | -4.9% | -94.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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