+646.6%
FICO vs TDY
+471.0%
+175.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +6.3% |
| 7D | -10.6% | -1.8% | -8.7% | -9.7% |
| 30D | -6.3% | -13.8% | +7.4% | +1.8% |
| 3M | -19.7% | -3.9% | -15.9% | -19.3% |
| 6M | -31.8% | -9.0% | -22.8% | -29.6% |
| YTD | -41.8% | +16.5% | -58.4% | -49.5% |
| 1Y | -36.4% | +9.3% | -45.7% | -42.6% |
| 3Y | +9.3% | +45.1% | -35.8% | -19.9% |
| 5Y | +113.0% | +35.0% | +78.0% | +61.5% |
| All | +646.6% | +471.0% | +175.6% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling