-10.9%
FICO vs TLN
+630.2%
-641.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.9% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | +3.3% | -10.5% | +13.8% | +4.0% |
| 3M | -31.7% | +0.1% | -31.8% | -32.1% |
| 6M | -34.0% | -17.4% | -16.6% | -33.3% |
| YTD | -58.3% | -9.7% | -48.7% | -58.8% |
| 1Y | -57.9% | -12.3% | -45.7% | -58.4% |
| 3Y | -24.1% | +528.3% | -552.3% | -47.8% |
| All | -10.9% | +630.2% | -641.1% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling