+655.9%
FICO vs TRU
+243.5%
+412.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.9% |
| 7D | -0.9% | +5.7% | -6.7% | -4.5% |
| 30D | +3.3% | +29.2% | -25.9% | -12.1% |
| 3M | -31.7% | +2.7% | -34.4% | -32.4% |
| 6M | -34.0% | +15.2% | -49.2% | -39.0% |
| YTD | -58.3% | -4.9% | -53.5% | -56.9% |
| 1Y | -57.9% | +3.4% | -61.3% | -58.5% |
| 3Y | -24.1% | +63.2% | -87.2% | -47.7% |
| 5Y | +85.3% | -26.6% | +111.9% | +102.0% |
| 10Y | +520.3% | +172.8% | +347.5% | +271.3% |
| All | +655.9% | +243.5% | +412.4% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling