+3,913.7%
FICO vs TRI
+561.6%
+3,352.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -5.4% | -11.2% | -13.3% |
| 7D | -19.2% | -0.5% | -18.7% | -18.6% |
| 30D | -14.6% | +7.9% | -22.5% | -18.2% |
| 3M | -20.1% | +24.1% | -44.2% | -31.0% |
| 6M | -36.3% | +3.8% | -40.1% | -38.8% |
| YTD | -44.9% | -16.9% | -28.0% | -40.1% |
| 1Y | -38.6% | -38.4% | -0.2% | -19.6% |
| 3Y | +4.0% | -12.2% | +16.2% | +5.7% |
| 5Y | +99.5% | -1.8% | +101.3% | +87.5% |
| 10Y | +604.7% | +207.6% | +397.1% | +229.3% |
| All | +3,913.7% | +561.6% | +3,352.1% | +894.8% |
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