-99.8%
FCEL vs TSN
+739.1%
-838.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.3% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | -31.6% | +8.5% | -40.1% | -33.8% |
| 3M | -52.4% | +5.3% | -57.7% | -53.5% |
| 6M | -51.4% | -10.5% | -40.9% | -50.3% |
| YTD | +32.4% | +3.0% | +29.5% | +28.0% |
| 1Y | +37.5% | +12.1% | +25.4% | +28.7% |
| 3Y | -69.3% | +43.1% | -112.4% | -74.0% |
| 5Y | -97.1% | -15.1% | -82.0% | -97.1% |
| 10Y | -99.1% | +14.8% | -113.9% | -99.2% |
| All | -99.8% | +739.1% | -838.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling