-28.9%
FICO vs TNA
+138.6%
-167.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | +3.7% | -1.5% | +1.5% |
| 30D | +0.1% | +4.4% | -4.3% | -1.2% |
| 3M | -35.2% | -26.7% | -8.5% | -31.9% |
| 6M | -32.4% | -12.8% | -19.5% | -31.9% |
| YTD | -57.4% | +22.7% | -80.1% | -60.5% |
| 1Y | -58.5% | +35.7% | -94.2% | -62.6% |
| 3Y | -28.9% | +134.6% | -163.4% | -43.4% |
| All | -28.9% | +138.6% | -167.4% | -43.4% |
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 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