+539.5%
FICO vs TSN
+17.5%
+522.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | +4.0% | -0.3% | +4.2% | +4.1% |
| 30D | -1.5% | +11.8% | -13.3% | -5.2% |
| 3M | -29.8% | +7.1% | -36.9% | -31.6% |
| 6M | -33.3% | -9.2% | -24.1% | -31.4% |
| YTD | -56.9% | +4.8% | -61.7% | -58.0% |
| 1Y | -59.5% | +11.6% | -71.1% | -61.4% |
| 3Y | -26.9% | +41.5% | -68.4% | -37.8% |
| 5Y | +92.9% | -15.5% | +108.5% | +97.0% |
| 10Y | +539.5% | +16.9% | +522.6% | +434.0% |
| All | +539.5% | +17.5% | +522.0% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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