+166.1%
FICO vs TW
+301.3%
-135.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +2.2% | +3.9% | -1.7% | +0.2% |
| 30D | +0.1% | +19.9% | -19.9% | -8.8% |
| 3M | -35.2% | +25.9% | -61.1% | -42.6% |
| 6M | -32.4% | +21.1% | -53.5% | -39.0% |
| YTD | -57.4% | +23.9% | -81.3% | -62.2% |
| 1Y | -58.5% | +21.2% | -79.8% | -62.9% |
| 3Y | -28.9% | +44.8% | -73.6% | -43.9% |
| 5Y | +91.7% | +41.4% | +50.3% | +47.8% |
| All | +166.1% | +301.3% | -135.2% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling