-38.6%
FICO vs TLN
-17.2%
-21.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.8% | -20.4% | -16.4% |
| 7D | -19.2% | +7.1% | -26.2% | -18.8% |
| 30D | -14.6% | -3.9% | -10.7% | -14.7% |
| 3M | -20.1% | -16.2% | -3.9% | -20.2% |
| 6M | -36.3% | -5.8% | -30.5% | -37.1% |
| YTD | -44.9% | -15.4% | -29.4% | -45.2% |
| 1Y | -38.6% | -16.7% | -21.9% | -39.1% |
| All | -38.6% | -17.2% | -21.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling