-24.1%
FICO vs TNA
+105.1%
-129.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | -0.9% | -7.0% | +6.1% | 0.0% |
| 30D | +3.3% | -6.4% | +9.8% | +4.0% |
| 3M | -31.7% | -25.7% | -6.1% | -28.4% |
| 6M | -34.0% | -19.7% | -14.2% | -32.5% |
| YTD | -58.3% | +18.3% | -76.6% | -61.1% |
| 1Y | -57.9% | +24.6% | -82.5% | -61.3% |
| 3Y | -24.1% | +112.8% | -136.9% | -38.1% |
| All | -24.1% | +105.1% | -129.1% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling