-36.4%
FICO vs TNA
+53.7%
-90.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.5% | +5.7% |
| 7D | -10.6% | -3.6% | -7.0% | -10.4% |
| 30D | -6.3% | -10.1% | +3.7% | -5.6% |
| 3M | -19.7% | +2.7% | -22.4% | -20.5% |
| 6M | -31.8% | +38.4% | -70.2% | -35.8% |
| YTD | -41.8% | +45.4% | -87.3% | -46.0% |
| 1Y | -36.4% | +55.9% | -92.4% | -42.7% |
| All | -36.4% | +53.7% | -90.1% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling