-96.7%
FCEL vs TSN
-14.6%
-82.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.7% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | -33.1% | +11.8% | -44.9% | -35.5% |
| 3M | -43.0% | +7.1% | -50.1% | -44.4% |
| 6M | -31.3% | -9.2% | -22.1% | -29.6% |
| YTD | +49.8% | +4.8% | +45.0% | +43.2% |
| 1Y | +48.2% | +11.6% | +36.5% | +36.9% |
| 3Y | -64.6% | +41.5% | -106.1% | -72.8% |
| 5Y | -96.7% | -15.5% | -81.2% | -96.7% |
| All | -96.7% | -14.6% | -82.2% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling