-58.4%
FICO vs TSN
+12.6%
-71.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +0.9% | +5.8% | -5.0% | 0.0% |
| 30D | +9.4% | +12.8% | -3.4% | +7.4% |
| 3M | -30.4% | +6.5% | -36.9% | -31.2% |
| 6M | -35.1% | -10.3% | -24.9% | -34.2% |
| YTD | -56.8% | +5.5% | -62.3% | -57.5% |
| 1Y | -58.4% | +15.8% | -74.2% | -59.0% |
| All | -58.4% | +12.6% | -71.0% | -59.0% |
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 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