-59.5%
FICO vs TECH
+26.2%
-85.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | -29.8% | +1.0% | -30.8% | -29.9% |
| 6M | -33.3% | +54.0% | -87.2% | -38.1% |
| YTD | -56.9% | +24.3% | -81.2% | -58.5% |
| 1Y | -59.5% | +23.7% | -83.2% | -61.0% |
| All | -59.5% | +26.2% | -85.7% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling