+88.0%
FICO vs TMF
-88.9%
+176.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.5% |
| 7D | +0.9% | -1.1% | +1.9% | +1.0% |
| 30D | +9.4% | +11.8% | -2.4% | +7.7% |
| 3M | -30.4% | -4.0% | -26.4% | -30.1% |
| 6M | -35.1% | -16.5% | -18.6% | -33.7% |
| YTD | -56.8% | -19.9% | -36.9% | -55.6% |
| 1Y | -58.4% | -25.6% | -32.8% | -56.9% |
| 3Y | -26.7% | -29.9% | +3.2% | -25.4% |
| 5Y | +88.0% | -88.2% | +176.3% | +94.3% |
| All | +88.0% | -88.9% | +176.9% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling