-28.9%
FICO vs TRI
-10.1%
-18.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +2.2% | -2.9% | +5.1% | +3.5% |
| 30D | +0.1% | +3.7% | -3.6% | -2.5% |
| 3M | -35.2% | +3.7% | -38.9% | -36.8% |
| 6M | -32.4% | +35.1% | -67.5% | -42.5% |
| YTD | -57.4% | -14.0% | -43.4% | -55.2% |
| 1Y | -58.5% | -19.0% | -39.6% | -55.3% |
| 3Y | -28.9% | -12.0% | -16.9% | -32.9% |
| All | -28.9% | -10.1% | -18.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling