+5,357.9%
FICO vs TMF
-68.9%
+5,426.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.0% | -16.7% |
| 7D | -19.2% | -1.4% | -17.7% | -19.3% |
| 30D | -14.6% | -2.8% | -11.8% | -14.8% |
| 3M | -20.1% | -10.9% | -9.2% | -20.9% |
| 6M | -36.3% | -21.3% | -15.0% | -37.7% |
| YTD | -44.9% | -15.9% | -29.0% | -45.7% |
| 1Y | -38.6% | -15.7% | -22.9% | -39.5% |
| 3Y | +4.0% | -43.4% | +47.3% | -0.5% |
| 5Y | +99.5% | -87.8% | +187.3% | +52.7% |
| 10Y | +604.7% | -86.7% | +691.4% | +492.0% |
| All | +5,357.9% | -68.9% | +5,426.8% | +6,245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling