+8,200.2%
FICO vs TNA
+1,004.3%
+7,195.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.7% | -17.4% | -16.9% |
| 7D | -19.2% | -0.1% | -19.1% | -19.2% |
| 30D | -14.6% | -4.9% | -9.7% | -13.3% |
| 3M | -20.1% | +0.4% | -20.5% | -21.5% |
| 6M | -36.3% | +32.5% | -68.9% | -44.0% |
| YTD | -44.9% | +53.7% | -98.6% | -54.2% |
| 1Y | -38.6% | +65.1% | -103.7% | -51.0% |
| 3Y | +4.0% | +98.4% | -94.5% | -31.8% |
| 5Y | +99.5% | -22.5% | +122.0% | +58.6% |
| 10Y | +604.7% | +82.5% | +522.1% | +194.3% |
| All | +8,200.2% | +1,004.3% | +7,195.9% | +881.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling