+665.4%
FICO vs TNA
+74.0%
+591.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.5% | +6.5% |
| 7D | -10.6% | -3.6% | -7.0% | -9.7% |
| 30D | -6.3% | -10.1% | +3.7% | -3.6% |
| 3M | -19.7% | +2.7% | -22.4% | -21.5% |
| 6M | -31.8% | +38.4% | -70.2% | -40.0% |
| YTD | -41.8% | +45.4% | -87.3% | -50.1% |
| 1Y | -36.4% | +55.9% | -92.4% | -47.3% |
| 3Y | +9.3% | +109.8% | -100.5% | -26.9% |
| 5Y | +113.0% | -22.5% | +135.5% | +73.9% |
| 10Y | +665.4% | +87.5% | +577.9% | +234.2% |
| All | +665.4% | +74.0% | +591.4% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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