-26.7%
FICO vs TSN
+43.3%
-70.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.9% | +5.8% | -5.0% | +0.1% |
| 30D | +9.4% | +12.8% | -3.4% | +7.7% |
| 3M | -30.4% | +6.5% | -36.9% | -31.0% |
| 6M | -35.1% | -10.3% | -24.9% | -34.4% |
| YTD | -56.8% | +5.5% | -62.3% | -57.2% |
| 1Y | -58.4% | +15.8% | -74.2% | -59.2% |
| 3Y | -26.7% | +42.5% | -69.2% | -26.1% |
| All | -26.7% | +43.3% | -70.0% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling