+549.1%
FICO vs TDY
+440.4%
+108.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | +4.0% | +3.0% | +0.9% | +1.8% |
| 30D | -1.5% | +6.1% | -7.6% | -5.6% |
| 3M | -29.8% | -4.5% | -25.3% | -28.6% |
| 6M | -33.3% | +2.9% | -36.2% | -36.0% |
| YTD | -56.9% | +27.5% | -84.4% | -64.8% |
| 1Y | -59.5% | +26.5% | -85.9% | -66.7% |
| 3Y | -26.9% | +70.1% | -97.0% | -52.0% |
| 5Y | +92.9% | +46.8% | +46.1% | +38.3% |
| All | +549.1% | +440.4% | +108.7% | +107.8% |
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 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