+531.6%
FICO vs TNA
+82.9%
+448.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.6% | -6.9% | 0.0% |
| 7D | -0.1% | +2.3% | -2.4% | -1.3% |
| 30D | +8.4% | +1.4% | +7.1% | +7.1% |
| 3M | -30.5% | -21.1% | -9.4% | -26.3% |
| 6M | -35.7% | -9.4% | -26.3% | -35.6% |
| YTD | -57.2% | +29.6% | -86.8% | -62.3% |
| 1Y | -58.4% | +34.6% | -93.0% | -64.0% |
| 3Y | -24.8% | +155.9% | -180.7% | -53.0% |
| 5Y | +79.3% | -44.2% | +123.4% | +62.4% |
| 10Y | +531.6% | +63.7% | +467.9% | +188.3% |
| All | +531.6% | +82.9% | +448.7% | +188.3% |
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