+2,933.3%
FICO vs TRI
+604.8%
+2,328.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +2.5% |
| 7D | -0.9% | -4.8% | +3.9% | +1.1% |
| 30D | +3.3% | +13.4% | -10.0% | -5.4% |
| 3M | -31.7% | +13.1% | -44.9% | -37.5% |
| 6M | -34.0% | +24.4% | -58.4% | -44.4% |
| YTD | -58.3% | -11.4% | -46.9% | -57.1% |
| 1Y | -57.9% | -15.6% | -42.3% | -55.4% |
| 3Y | -24.1% | -6.5% | -17.6% | -27.0% |
| 5Y | +85.3% | +5.3% | +80.0% | +64.2% |
| 10Y | +520.3% | +239.9% | +280.4% | +168.6% |
| All | +2,933.3% | +604.8% | +2,328.6% | +611.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling