-58.9%
FCEL vs TSN
+13.0%
-71.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.7% | +17.1% | +18.7% |
| 7D | +4.0% | -5.0% | +9.0% | +4.1% |
| 30D | -13.1% | -9.1% | -4.0% | -12.7% |
| 3M | +14.6% | -7.4% | +22.0% | +14.8% |
| 6M | +133.7% | -13.4% | +147.1% | +134.6% |
| YTD | +143.0% | -8.5% | +151.4% | +139.6% |
| 1Y | +320.9% | -3.2% | +324.0% | +306.3% |
| 3Y | -58.9% | +11.5% | -70.4% | -73.8% |
| All | -58.9% | +13.0% | -71.8% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling