+80,079.1%
FICO vs TSN
+1,041.5%
+79,037.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -0.8% | +10.2% | -11.0% | -3.0% |
| 3M | -31.3% | +7.2% | -38.5% | -32.5% |
| 6M | -33.9% | -10.6% | -23.4% | -32.5% |
| YTD | -57.6% | +3.7% | -61.3% | -58.2% |
| 1Y | -59.7% | +13.5% | -73.1% | -61.1% |
| 3Y | -28.0% | +40.1% | -68.1% | -34.6% |
| 5Y | +91.0% | -14.5% | +105.4% | +92.0% |
| 10Y | +529.4% | +15.7% | +513.8% | +478.2% |
| All | +80,079.1% | +1,041.5% | +79,037.7% | +52,945.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling