+545.7%
FICO vs TECH
+190.5%
+355.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | +9.4% | +0.5% | +9.0% | +9.2% |
| 3M | -30.4% | +1.1% | -31.5% | -30.7% |
| 6M | -35.1% | +51.0% | -86.1% | -45.9% |
| YTD | -56.8% | +24.4% | -81.1% | -61.8% |
| 1Y | -58.4% | +27.4% | -85.8% | -63.8% |
| 3Y | -26.7% | +28.5% | -55.2% | -42.5% |
| 5Y | +88.0% | -40.9% | +128.9% | +119.2% |
| 10Y | +545.7% | +192.5% | +353.2% | +178.8% |
| All | +545.7% | +190.5% | +355.2% | +178.8% |
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