-38.6%
FICO vs TRI
-38.3%
-0.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -5.4% | -11.2% | -14.1% |
| 7D | -19.2% | -0.5% | -18.7% | -18.6% |
| 30D | -14.6% | +7.9% | -22.5% | -17.0% |
| 3M | -20.1% | +24.1% | -44.2% | -27.6% |
| 6M | -36.3% | +3.8% | -40.1% | -38.2% |
| YTD | -44.9% | -16.9% | -28.0% | -40.5% |
| 1Y | -38.6% | -38.4% | -0.2% | -25.3% |
| All | -38.6% | -38.3% | -0.4% | -25.3% |
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