+3,016.0%
FICO vs TRI
+578.0%
+2,438.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +5.1% |
| 7D | -0.1% | -11.4% | +11.3% | +6.5% |
| 30D | +8.4% | +4.9% | +3.5% | +4.0% |
| 3M | -30.5% | +7.0% | -37.5% | -34.3% |
| 6M | -35.7% | +18.2% | -53.9% | -44.3% |
| YTD | -57.2% | -14.8% | -42.4% | -55.0% |
| 1Y | -58.4% | -18.0% | -40.4% | -55.2% |
| 3Y | -24.8% | -12.0% | -12.9% | -25.0% |
| 5Y | +79.3% | -0.8% | +80.1% | +64.6% |
| 10Y | +531.6% | +220.1% | +311.5% | +183.3% |
| All | +3,016.0% | +578.0% | +2,438.0% | +647.2% |
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