+104,095.6%
FICO vs TECH
+101,053.9%
+3,041.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -14.6% | +0.7% | -15.3% | -14.7% |
| 3M | -20.1% | +36.3% | -56.4% | -25.0% |
| 6M | -36.3% | +25.6% | -61.9% | -39.7% |
| YTD | -44.9% | +23.7% | -68.5% | -47.8% |
| 1Y | -38.6% | +37.6% | -76.3% | -43.2% |
| 3Y | +4.0% | -6.6% | +10.6% | +1.0% |
| 5Y | +99.5% | -42.2% | +141.8% | +110.0% |
| 10Y | +604.7% | +187.6% | +417.1% | +476.9% |
| All | +104,095.6% | +101,053.9% | +3,041.7% | +55,506.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling