+502.1%
FICO vs TMF
-84.4%
+586.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -0.3% | +2.7% | -3.0% | -0.3% |
| 30D | +1.7% | +19.3% | -17.6% | +1.1% |
| 3M | -35.2% | -3.7% | -31.5% | -35.2% |
| 6M | -33.7% | -11.3% | -22.3% | -33.5% |
| YTD | -58.2% | -16.6% | -41.6% | -58.0% |
| 1Y | -56.6% | -21.1% | -35.5% | -56.4% |
| 3Y | -24.0% | -26.8% | +2.9% | -23.7% |
| 5Y | +86.1% | -88.0% | +174.1% | +68.1% |
| All | +502.1% | -84.4% | +586.5% | +499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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