-7.8%
FICO vs TLN
+716.6%
-724.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.6% |
| 7D | +4.0% | +15.9% | -11.9% | +2.9% |
| 30D | -1.5% | -0.3% | -1.2% | -1.6% |
| 3M | -29.8% | +5.8% | -35.6% | -30.3% |
| 6M | -33.3% | -1.2% | -32.0% | -33.7% |
| YTD | -56.9% | +1.0% | -57.9% | -57.7% |
| 1Y | -59.5% | +1.1% | -60.6% | -60.4% |
| 3Y | -26.9% | +591.7% | -618.6% | -49.9% |
| All | -7.8% | +716.6% | -724.5% | -39.6% |
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