-99.8%
FCEL vs TSN
+633.5%
-733.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -15.8% | -6.3% | -9.5% | -14.2% |
| 30D | -29.3% | -10.8% | -18.5% | -26.8% |
| 3M | -30.1% | -8.8% | -21.4% | -28.9% |
| 6M | +74.4% | -16.8% | +91.3% | +82.3% |
| YTD | +104.5% | -10.0% | +114.5% | +107.3% |
| 1Y | +281.4% | -5.3% | +286.6% | +277.9% |
| 3Y | -66.1% | +8.5% | -74.6% | -68.4% |
| 5Y | -91.9% | -22.9% | -68.9% | -91.5% |
| 10Y | -99.2% | -12.6% | -86.6% | -99.2% |
| All | -99.8% | +633.5% | -733.3% | -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