-24.1%
FICO vs TECH
+25.9%
-50.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +3.3% | +0.3% | +3.0% | +3.3% |
| 3M | -31.7% | +1.3% | -33.1% | -31.9% |
| 6M | -34.0% | +54.0% | -87.9% | -39.3% |
| YTD | -58.3% | +24.3% | -82.6% | -60.5% |
| 1Y | -57.9% | +25.8% | -83.7% | -60.2% |
| 3Y | -24.1% | +26.0% | -50.0% | -26.7% |
| All | -24.1% | +25.9% | -50.0% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling