+76.9%
FICO vs TRI
+5.0%
+71.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +2.1% |
| 7D | -0.9% | -4.8% | +3.9% | +0.9% |
| 30D | +3.3% | +13.4% | -10.0% | -4.4% |
| 3M | -31.7% | +13.1% | -44.9% | -36.7% |
| 6M | -34.0% | +24.4% | -58.4% | -43.0% |
| YTD | -58.3% | -11.4% | -46.9% | -55.9% |
| 1Y | -57.9% | -15.6% | -42.3% | -54.2% |
| 3Y | -24.1% | -6.5% | -17.6% | -30.1% |
| All | +76.9% | +5.0% | +71.9% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling