+101.7%
FICO vs TDY
+36.7%
+65.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -15.4% | -0.9% | -14.5% | -15.1% |
| 30D | -10.4% | -12.5% | +2.1% | -4.9% |
| 3M | -22.7% | -1.2% | -21.5% | -23.5% |
| 6M | -36.8% | -6.6% | -30.2% | -35.9% |
| YTD | -44.8% | +18.5% | -63.3% | -52.0% |
| 1Y | -39.3% | +10.8% | -50.1% | -45.2% |
| 3Y | +3.7% | +47.5% | -43.8% | -23.4% |
| 5Y | +101.7% | +35.8% | +65.9% | +48.1% |
| All | +101.7% | +36.7% | +65.1% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling