-56.4%
FICO vs TRI
-22.4%
-33.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -6.1% |
| 7D | +0.4% | +1.0% | -0.6% | -0.7% |
| 30D | +1.7% | +20.8% | -19.1% | -7.7% |
| 3M | -33.0% | +8.1% | -41.1% | -36.2% |
| 6M | -33.9% | +24.2% | -58.0% | -41.2% |
| YTD | -58.5% | -7.8% | -50.8% | -57.5% |
| 1Y | -56.4% | -16.7% | -39.7% | -54.8% |
| All | -56.4% | -22.4% | -33.9% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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