+545.7%
FICO vs TRI
+222.0%
+323.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | +9.4% | +5.0% | +4.4% | +4.5% |
| 3M | -30.4% | +4.6% | -35.0% | -33.4% |
| 6M | -35.1% | +18.3% | -53.4% | -44.4% |
| YTD | -56.8% | -14.7% | -42.1% | -53.6% |
| 1Y | -58.4% | -16.7% | -41.7% | -54.6% |
| 3Y | -26.7% | -11.3% | -15.4% | -28.8% |
| 5Y | +88.0% | -0.6% | +88.6% | +61.7% |
| 10Y | +545.7% | +220.2% | +325.5% | +140.7% |
| All | +545.7% | +222.0% | +323.7% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling