-23.8%
FICO vs TLN
+496.7%
-520.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.1% |
| 7D | -0.3% | -9.4% | +9.1% | +0.3% |
| 30D | +1.7% | -15.2% | +17.0% | +2.7% |
| 3M | -35.2% | -4.1% | -31.1% | -35.4% |
| 6M | -33.7% | -17.8% | -15.8% | -33.3% |
| YTD | -58.2% | -15.6% | -42.5% | -58.5% |
| 1Y | -56.6% | -21.6% | -35.0% | -56.5% |
| All | -23.8% | +496.7% | -520.4% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling