+499.7%
FICO vs TSN
+14.3%
+485.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.9% | +4.6% | -5.6% | -2.5% |
| 30D | +3.3% | +15.4% | -12.1% | -1.6% |
| 3M | -31.7% | +2.9% | -34.6% | -32.6% |
| 6M | -34.0% | -10.8% | -23.2% | -31.8% |
| YTD | -58.3% | +4.5% | -62.8% | -59.4% |
| 1Y | -57.9% | +19.5% | -77.4% | -60.9% |
| 3Y | -24.1% | +42.2% | -66.3% | -35.5% |
| 5Y | +85.3% | -14.2% | +99.5% | +87.8% |
| All | +499.7% | +14.3% | +485.4% | +399.3% |
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