+78,963.7%
FICO vs TECH
+101,375.0%
-22,411.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +1.7% | +0.3% | +1.4% | +1.7% |
| 3M | -35.2% | +1.0% | -36.2% | -35.3% |
| 6M | -33.7% | +28.6% | -62.2% | -37.3% |
| YTD | -58.2% | +24.1% | -82.2% | -60.4% |
| 1Y | -56.6% | +21.9% | -78.5% | -58.8% |
| 3Y | -24.0% | +25.7% | -49.7% | -30.0% |
| 5Y | +86.1% | -40.2% | +126.3% | +94.8% |
| 10Y | +522.8% | +210.1% | +312.7% | +404.6% |
| All | +78,963.7% | +101,375.0% | -22,411.3% | +42,072.2% |
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