-57.9%
FICO vs TSN
+18.2%
-76.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.9% | +4.6% | -5.6% | -1.7% |
| 30D | +3.3% | +15.4% | -12.1% | +0.8% |
| 3M | -31.7% | +2.9% | -34.6% | -32.1% |
| 6M | -34.0% | -10.8% | -23.2% | -32.9% |
| YTD | -58.3% | +4.5% | -62.8% | -59.1% |
| 1Y | -57.9% | +19.5% | -77.4% | -58.8% |
| All | -57.9% | +18.2% | -76.1% | -58.8% |
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