-38.6%
FICO vs TW
-15.9%
-22.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -17.0% |
| 7D | -19.2% | -2.3% | -16.9% | -18.5% |
| 30D | -14.6% | +3.9% | -18.5% | -16.1% |
| 3M | -20.1% | +5.7% | -25.8% | -20.9% |
| 6M | -36.3% | -14.5% | -21.8% | -32.2% |
| YTD | -44.9% | -0.9% | -44.0% | -43.6% |
| 1Y | -38.6% | -13.5% | -25.1% | -29.2% |
| All | -38.6% | -15.9% | -22.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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