+541.4%
FICO vs TECH
+187.9%
+353.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.1% | +0.5% | -0.4% | -0.1% |
| 3M | -35.2% | +1.1% | -36.3% | -35.4% |
| 6M | -32.4% | +62.8% | -95.2% | -45.3% |
| YTD | -57.4% | +24.5% | -81.9% | -62.4% |
| 1Y | -58.5% | +20.6% | -79.2% | -63.0% |
| 3Y | -28.9% | +29.5% | -58.3% | -44.4% |
| 5Y | +91.7% | -40.9% | +132.6% | +123.7% |
| All | +541.4% | +187.9% | +353.5% | +178.5% |
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