+499.7%
FICO vs TECH
+208.1%
+291.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +3.3% | +0.3% | +3.0% | +3.2% |
| 3M | -31.7% | +1.3% | -33.1% | -32.1% |
| 6M | -34.0% | +54.0% | -87.9% | -45.4% |
| YTD | -58.3% | +24.3% | -82.6% | -63.2% |
| 1Y | -57.9% | +25.8% | -83.7% | -63.2% |
| 3Y | -24.1% | +26.0% | -50.0% | -39.8% |
| 5Y | +85.3% | -40.1% | +125.4% | +114.3% |
| All | +499.7% | +208.1% | +291.5% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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