+602.8%
FICO vs TRU
+138.6%
+464.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.9% |
| 7D | -15.4% | -7.2% | -8.2% | -11.0% |
| 30D | -10.4% | -2.8% | -7.6% | -8.2% |
| 3M | -22.7% | +13.0% | -35.7% | -27.8% |
| 6M | -36.8% | +0.7% | -37.4% | -36.3% |
| YTD | -44.8% | -9.0% | -35.8% | -41.2% |
| 1Y | -39.3% | -16.3% | -23.0% | -33.2% |
| 3Y | +3.7% | -1.1% | +4.8% | -4.7% |
| 5Y | +101.7% | -36.0% | +137.7% | +143.2% |
| 10Y | +602.8% | +139.9% | +462.9% | +344.2% |
| All | +602.8% | +138.6% | +464.1% | +344.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling