+531.6%
FICO vs TSN
+13.2%
+518.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.1% | +4.9% | -4.9% | -1.7% |
| 30D | +8.4% | +12.1% | -3.6% | +4.3% |
| 3M | -30.5% | +4.1% | -34.6% | -31.7% |
| 6M | -35.7% | -10.9% | -24.8% | -33.5% |
| YTD | -57.2% | +4.8% | -62.0% | -58.3% |
| 1Y | -58.4% | +17.6% | -76.0% | -61.2% |
| 3Y | -24.8% | +43.2% | -68.0% | -36.3% |
| 5Y | +79.3% | -13.9% | +93.1% | +81.4% |
| 10Y | +531.6% | +11.8% | +519.8% | +429.7% |
| All | +531.6% | +13.2% | +518.5% | +429.7% |
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