-8.5%
FICO vs TLN
+683.0%
-691.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.2% | -4.5% | +2.3% |
| 7D | -0.1% | +9.1% | -9.1% | -0.7% |
| 30D | +8.4% | -4.1% | +12.5% | +8.6% |
| 3M | -30.5% | +4.4% | -34.9% | -31.0% |
| 6M | -35.7% | -6.0% | -29.7% | -35.9% |
| YTD | -57.2% | -3.1% | -54.1% | -57.9% |
| 1Y | -58.4% | -6.1% | -52.3% | -59.0% |
| 3Y | -24.8% | +575.3% | -600.2% | -48.6% |
| All | -8.5% | +683.0% | -691.5% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling