-58.8%
FICO vs TSN
+11.8%
-70.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | -0.1% | +4.9% | -4.9% | -0.8% |
| 30D | +8.4% | +12.1% | -3.6% | +6.5% |
| 3M | -30.5% | +4.1% | -34.6% | -31.0% |
| 6M | -35.7% | -10.9% | -24.8% | -34.8% |
| YTD | -57.2% | +4.8% | -62.0% | -57.9% |
| All | -58.8% | +11.8% | -70.6% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling