+602.8%
FICO vs TRI
+190.0%
+412.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +4.4% |
| 7D | -15.4% | -7.1% | -8.3% | -11.0% |
| 30D | -10.4% | -2.3% | -8.0% | -8.7% |
| 3M | -22.7% | +19.6% | -42.3% | -32.4% |
| 6M | -36.8% | -8.7% | -28.1% | -33.9% |
| YTD | -44.8% | -22.3% | -22.5% | -35.9% |
| 1Y | -39.3% | -40.7% | +1.3% | -14.1% |
| 3Y | +3.7% | -17.8% | +21.5% | +7.4% |
| 5Y | +101.7% | -8.5% | +110.2% | +86.3% |
| 10Y | +602.8% | +192.6% | +410.2% | +208.0% |
| All | +602.8% | +190.0% | +412.7% | +208.0% |
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