-8.9%
FICO vs TLN
+710.8%
-719.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.6% |
| 7D | +2.2% | +11.0% | -8.8% | +1.5% |
| 30D | +0.1% | +4.9% | -4.8% | -0.4% |
| 3M | -35.2% | +4.9% | -40.1% | -35.6% |
| 6M | -32.4% | +7.1% | -39.5% | -33.6% |
| YTD | -57.4% | +0.3% | -57.7% | -58.2% |
| 1Y | -58.5% | +5.9% | -64.5% | -59.8% |
| 3Y | -28.9% | +578.5% | -607.3% | -51.0% |
| All | -8.9% | +710.8% | -719.7% | -40.3% |
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