+113.0%
FICO vs TRU
-36.4%
+149.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.8% |
| 7D | -10.6% | -6.5% | -4.1% | -6.6% |
| 30D | -6.3% | -2.5% | -3.8% | -4.4% |
| 3M | -19.7% | +10.4% | -30.1% | -23.5% |
| 6M | -31.8% | +1.6% | -33.4% | -31.6% |
| YTD | -41.8% | -9.7% | -32.1% | -38.1% |
| 1Y | -36.4% | -17.3% | -19.2% | -30.1% |
| 3Y | +9.3% | -1.8% | +11.1% | +4.5% |
| 5Y | +113.0% | -36.2% | +149.2% | +156.6% |
| All | +113.0% | -36.4% | +149.4% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling