-59.7%
FICO vs TMF
-29.9%
-29.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | +0.1% |
| 7D | +1.4% | -8.2% | +9.6% | +4.6% |
| 30D | -0.8% | +5.3% | -6.1% | -3.4% |
| 3M | -31.3% | -8.5% | -22.8% | -30.2% |
| 6M | -33.9% | -17.2% | -16.8% | -31.6% |
| YTD | -57.6% | -23.4% | -34.2% | -54.4% |
| 1Y | -59.7% | -30.2% | -29.4% | -55.5% |
| All | -59.7% | -29.9% | -29.8% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling