-24.1%
FICO vs TMF
-25.3%
+1.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | +3.3% | +19.7% | -16.4% | +0.7% |
| 3M | -31.7% | -2.1% | -29.6% | -31.8% |
| 6M | -34.0% | -13.4% | -20.5% | -33.2% |
| YTD | -58.3% | -16.7% | -41.6% | -57.6% |
| 1Y | -57.9% | -23.3% | -34.6% | -56.9% |
| 3Y | -24.1% | -24.8% | +0.8% | -22.9% |
| All | -24.1% | -25.3% | +1.3% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling