-38.6%
FICO vs TRU
-7.3%
-31.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -5.9% | -10.7% | -13.0% |
| 7D | -19.2% | -6.8% | -12.4% | -15.2% |
| 30D | -14.6% | 0.0% | -14.6% | -13.8% |
| 3M | -20.1% | +13.3% | -33.4% | -24.4% |
| 6M | -36.3% | +3.4% | -39.8% | -37.7% |
| YTD | -44.9% | -6.4% | -38.5% | -46.2% |
| 1Y | -38.6% | -9.7% | -28.9% | -43.5% |
| All | -38.6% | -7.3% | -31.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling