+538.9%
FICO vs TNA
+34.7%
+504.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.2% |
| 7D | +1.4% | +7.7% | -6.3% | -0.9% |
| 30D | -0.8% | -0.7% | -0.1% | -1.5% |
| 3M | -31.3% | -25.4% | -5.9% | -26.0% |
| 6M | -33.9% | -11.8% | -22.1% | -33.4% |
| YTD | -57.6% | +23.9% | -81.5% | -62.2% |
| 1Y | -59.7% | +25.6% | -85.2% | -64.4% |
| 3Y | -28.0% | +137.1% | -165.1% | -54.1% |
| 5Y | +91.0% | -45.4% | +136.4% | +73.9% |
| All | +538.9% | +34.7% | +504.2% | +193.4% |
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