-56.4%
FICO vs TDY
+22.9%
-79.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.5% | -3.9% |
| 7D | +0.4% | -5.0% | +5.4% | -0.3% |
| 30D | +1.7% | +2.0% | -0.3% | +2.2% |
| 3M | -33.0% | -7.7% | -25.3% | -33.8% |
| 6M | -33.9% | -0.9% | -33.0% | -34.2% |
| YTD | -58.5% | +23.7% | -82.3% | -62.0% |
| 1Y | -56.4% | +23.6% | -80.0% | -59.8% |
| All | -56.4% | +22.9% | -79.3% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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