+104,095.6%
FICO vs TSN
+890.5%
+103,205.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.5% |
| 7D | -19.2% | -6.3% | -12.9% | -18.1% |
| 30D | -14.6% | -10.8% | -3.8% | -12.5% |
| 3M | -20.1% | -8.8% | -11.3% | -18.6% |
| 6M | -36.3% | -16.8% | -19.5% | -33.9% |
| YTD | -44.9% | -10.0% | -34.9% | -43.8% |
| 1Y | -38.6% | -5.3% | -33.4% | -38.2% |
| 3Y | +4.0% | +8.5% | -4.5% | +0.1% |
| 5Y | +99.5% | -22.9% | +122.5% | +105.4% |
| 10Y | +604.7% | -12.6% | +617.3% | +587.1% |
| All | +104,095.6% | +890.5% | +103,205.1% | +71,160.2% |
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