-59.5%
FICO vs TLN
-1.4%
-58.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | +0.3% |
| 7D | +4.0% | +15.9% | -11.9% | +6.0% |
| 30D | -1.5% | -0.3% | -1.2% | -1.2% |
| 3M | -29.8% | +5.8% | -35.6% | -28.3% |
| 6M | -33.3% | -1.2% | -32.0% | -31.6% |
| YTD | -56.9% | +1.0% | -57.9% | -56.0% |
| 1Y | -59.5% | +1.1% | -60.6% | -58.7% |
| All | -59.5% | -1.4% | -58.0% | -58.7% |
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