-56.4%
FICO vs TLN
-17.6%
-38.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.5% | +5.3% | -4.4% |
| 7D | +0.4% | -6.0% | +6.4% | -0.4% |
| 30D | +1.7% | -1.5% | +3.2% | +1.7% |
| 3M | -33.0% | -3.9% | -29.2% | -32.6% |
| 6M | -33.9% | -15.0% | -18.8% | -33.6% |
| YTD | -58.5% | -12.8% | -45.7% | -58.3% |
| 1Y | -56.4% | -17.3% | -39.0% | -56.2% |
| All | -56.4% | -17.6% | -38.7% | -56.2% |
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